+239.3%
KDP vs HAS
+106.1%
+133.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +0.3% | +2.2% | -1.8% | 0.0% |
| 30D | +16.3% | +29.6% | -13.3% | +11.4% |
| 3M | +24.0% | +30.3% | -6.3% | +18.6% |
| 6M | +30.0% | +25.6% | +4.4% | +24.7% |
| YTD | +36.1% | +50.8% | -14.7% | +26.5% |
| 1Y | +46.8% | +63.0% | -16.2% | +34.7% |
| 3Y | +30.5% | +211.6% | -181.1% | +6.0% |
| 5Y | +17.9% | +50.4% | -32.5% | +7.5% |
| 10Y | +239.3% | +101.9% | +137.4% | +180.9% |
| All | +239.3% | +106.1% | +133.2% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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