+43.5%
KDP vs HBM
+47.3%
-3.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +5.9% |
| 7D | +5.3% | -5.8% | +11.2% | +5.2% |
| 30D | +19.1% | -18.5% | +37.6% | +19.0% |
| 3M | +19.2% | -10.3% | +29.4% | +18.9% |
| 6M | +29.3% | +2.1% | +27.2% | +27.8% |
| YTD | +35.5% | +12.0% | +23.5% | +34.8% |
| 1Y | +43.5% | +49.8% | -6.3% | +43.5% |
| All | +43.5% | +47.3% | -3.8% | +43.5% |
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