+21.8%
KDP vs HBM
+122.7%
-101.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.1% |
| 7D | +2.1% | +7.4% | -5.3% | +2.2% |
| 30D | +8.5% | +5.1% | +3.4% | +8.5% |
| 3M | +6.6% | +11.1% | -4.5% | +7.1% |
| 6M | +17.1% | +30.2% | -13.1% | +16.4% |
| YTD | +19.0% | +46.2% | -27.2% | +20.0% |
| 1Y | +21.8% | +120.0% | -98.3% | +27.1% |
| All | +21.8% | +122.7% | -101.0% | +27.1% |
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