+2.4%
KDP vs DHI
+19.0%
-16.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -4.3% | -6.1% | +1.8% | -3.5% |
| 30D | +7.8% | -10.1% | +17.9% | +9.3% |
| 3M | -0.1% | -7.3% | +7.3% | +0.8% |
| 6M | +14.0% | -6.1% | +20.1% | +14.6% |
| YTD | +15.1% | -5.0% | +20.1% | +15.4% |
| 1Y | +18.5% | -22.1% | +40.6% | +21.3% |
| All | +2.4% | +19.0% | -16.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling