-2.7%
KDP vs GEHC
+4.1%
-6.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | -1.6% | -7.6% | +6.1% | -0.7% |
| 30D | +9.5% | -10.7% | +20.1% | +10.8% |
| 3M | +2.6% | -1.2% | +3.8% | +2.6% |
| 6M | +15.6% | -13.7% | +29.4% | +16.9% |
| YTD | +17.3% | -20.4% | +37.8% | +19.5% |
| 1Y | +20.1% | -17.0% | +37.1% | +21.6% |
| 3Y | +4.9% | +0.9% | +4.0% | +4.2% |
| All | -2.7% | +4.1% | -6.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling