+1.8%
KDP vs DHI
+61.2%
-59.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -3.7% | -3.4% | -0.3% | -3.2% |
| 30D | +6.2% | -5.4% | +11.6% | +7.0% |
| 3M | +1.2% | -10.4% | +11.7% | +2.7% |
| 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% | +21.1% |
| 3Y | +2.1% | +20.7% | -18.6% | -3.7% |
| All | +1.8% | +61.2% | -59.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling