+17.0%
KDP vs HDB
-24.7%
+41.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | +2.2% | +13.3% | -11.1% | +0.7% |
| 30D | +19.9% | +13.6% | +6.4% | +18.1% |
| 3M | +21.5% | +5.8% | +15.7% | +20.5% |
| 6M | +30.1% | -1.9% | +32.0% | +29.9% |
| YTD | +34.9% | -31.2% | +66.1% | +40.6% |
| 1Y | +43.4% | -29.6% | +72.9% | +48.9% |
| 3Y | +29.1% | -10.1% | +39.2% | +29.1% |
| All | +17.0% | -24.7% | +41.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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