+229.6%
KDP vs HAS
+101.4%
+128.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +19.9% | +31.0% | -11.1% | +14.6% |
| 3M | +21.5% | +30.7% | -9.2% | +16.1% |
| 6M | +30.1% | +23.9% | +6.2% | +25.1% |
| YTD | +34.9% | +48.3% | -13.4% | +25.8% |
| 1Y | +43.4% | +60.2% | -16.8% | +31.9% |
| 3Y | +29.1% | +189.2% | -160.1% | +6.2% |
| 5Y | +15.0% | +50.4% | -35.4% | +4.8% |
| All | +229.6% | +101.4% | +128.3% | +172.9% |
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