+17.6%
KDP vs DHI
-21.2%
+38.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.7% | -3.4% | -0.3% | -3.0% |
| 30D | +6.2% | -5.4% | +11.6% | +7.3% |
| 3M | +1.2% | -10.4% | +11.7% | +3.2% |
| 6M | +15.3% | -2.8% | +18.1% | +15.4% |
| YTD | +14.8% | -3.4% | +18.2% | +14.8% |
| 1Y | +17.6% | -22.9% | +40.5% | +23.6% |
| All | +17.6% | -21.2% | +38.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling