+1,770.2%
KDP vs HBM
+613.3%
+1,156.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +1.3% | -6.4% | +7.6% | +1.6% |
| 30D | +6.0% | +5.9% | +0.1% | +5.5% |
| 3M | +9.2% | -8.9% | +18.1% | +9.3% |
| 6M | +14.7% | +10.7% | +4.0% | +13.1% |
| YTD | +19.2% | +38.3% | -19.1% | +15.7% |
| 1Y | +15.2% | +121.3% | -106.2% | +8.3% |
| 3Y | +6.0% | +450.6% | -444.6% | -7.8% |
| 5Y | +5.4% | +338.0% | -332.6% | -8.7% |
| 10Y | +171.9% | +578.6% | -406.7% | +110.9% |
| All | +1,770.2% | +613.3% | +1,156.9% | +1,062.3% |
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