+2,111.0%
KDP vs HBM
+470.7%
+1,640.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | -1.3% | +5.2% | +4.0% |
| 30D | +16.8% | -14.8% | +31.6% | +17.7% |
| 3M | +32.0% | -20.7% | +52.7% | +33.5% |
| 6M | +35.2% | -13.9% | +49.1% | +35.3% |
| YTD | +40.9% | +10.6% | +30.3% | +38.3% |
| 1Y | +47.7% | +32.4% | +15.3% | +43.2% |
| 3Y | +34.8% | +432.0% | -397.2% | +17.2% |
| 5Y | +22.6% | +205.5% | -182.8% | +8.5% |
| 10Y | +266.4% | +291.1% | -24.7% | +194.2% |
| All | +2,111.0% | +470.7% | +1,640.3% | +1,289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling