+256.4%
KDP vs HBM
+301.8%
-45.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.4% | +2.0% |
| 7D | +8.2% | +2.4% | +5.8% | +8.0% |
| 30D | +18.4% | -16.0% | +34.3% | +19.3% |
| 3M | +29.2% | -21.3% | +50.6% | +30.5% |
| 6M | +32.3% | -12.2% | +44.5% | +32.2% |
| YTD | +38.5% | +10.7% | +27.8% | +36.0% |
| 1Y | +48.5% | +30.3% | +18.2% | +44.4% |
| 3Y | +32.5% | +432.2% | -399.8% | +15.1% |
| 5Y | +19.7% | +218.8% | -199.1% | +5.7% |
| 10Y | +256.4% | +281.4% | -25.0% | +171.3% |
| All | +256.4% | +301.8% | -45.4% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling