+11.9%
KDP vs GEHC
+31.6%
-19.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +2.2% | +7.6% | -5.4% | +1.3% |
| 30D | +19.9% | +27.5% | -7.5% | +16.7% |
| 3M | +21.5% | +17.2% | +4.3% | +19.2% |
| 6M | +30.1% | +33.6% | -3.5% | +25.9% |
| YTD | +34.9% | +0.6% | +34.3% | +33.8% |
| 1Y | +43.4% | +11.3% | +32.1% | +40.6% |
| 3Y | +29.1% | +16.5% | +12.6% | +25.0% |
| All | +11.9% | +31.6% | -19.8% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling