+17.9%
KDP vs HBM
+217.3%
-199.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.1% | +0.6% |
| 7D | +0.3% | +5.0% | -4.7% | +0.2% |
| 30D | +16.3% | -12.7% | +29.1% | +16.7% |
| 3M | +24.0% | -17.4% | +41.4% | +24.5% |
| 6M | +30.0% | -8.9% | +38.8% | +29.8% |
| YTD | +36.1% | +14.9% | +21.2% | +34.3% |
| 1Y | +46.8% | +41.4% | +5.4% | +43.7% |
| 3Y | +30.5% | +462.1% | -431.6% | +15.6% |
| 5Y | +17.9% | +224.0% | -206.1% | +7.6% |
| All | +17.9% | +217.3% | -199.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling