+15.2%
KDP vs HBM
+123.0%
-107.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.9% |
| 7D | +1.3% | -6.4% | +7.6% | +1.2% |
| 30D | +6.0% | +5.9% | +0.1% | +6.0% |
| 3M | +9.2% | -8.9% | +18.1% | +9.9% |
| 6M | +14.7% | +10.7% | +4.0% | +14.6% |
| YTD | +19.2% | +38.3% | -19.1% | +20.6% |
| 1Y | +15.2% | +121.3% | -106.2% | +25.0% |
| All | +15.2% | +123.0% | -107.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling