+16.2%
KDP vs HDB
-23.2%
+39.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.1% |
| 30D | +9.7% | +14.1% | -4.4% | +8.0% |
| 3M | +17.6% | +11.8% | +5.8% | +15.9% |
| 6M | +25.8% | +8.2% | +17.6% | +24.2% |
| YTD | +33.9% | -29.3% | +63.2% | +39.0% |
| 1Y | +38.9% | -28.8% | +67.7% | +44.0% |
| 3Y | +26.8% | -7.5% | +34.3% | +26.4% |
| All | +16.2% | -23.2% | +39.4% | +16.5% |
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