+22.6%
KDP vs HAS
+54.3%
-31.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.5% |
| 7D | +4.0% | +2.0% | +2.0% | +3.7% |
| 30D | +16.8% | +30.9% | -14.1% | +12.3% |
| 3M | +32.0% | +28.8% | +3.3% | +27.2% |
| 6M | +35.2% | +32.3% | +2.8% | +29.4% |
| YTD | +40.9% | +54.7% | -13.8% | +31.9% |
| 1Y | +47.7% | +63.2% | -15.6% | +37.2% |
| 3Y | +34.8% | +220.7% | -185.9% | +13.6% |
| 5Y | +22.6% | +53.3% | -30.7% | +18.5% |
| All | +22.6% | +54.3% | -31.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling