+1,117.5%
KDP vs HDB
+369.7%
+747.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | +0.4% | +0.8% | +1.2% |
| 30D | +6.0% | -2.8% | +8.8% | +6.5% |
| 3M | +9.2% | -3.5% | +12.7% | +9.7% |
| 6M | +14.7% | -24.7% | +39.4% | +20.3% |
| YTD | +19.2% | -36.6% | +55.8% | +29.0% |
| 1Y | +15.2% | -34.4% | +49.5% | +23.7% |
| 3Y | +6.0% | -24.4% | +30.4% | +9.5% |
| 5Y | +5.4% | -35.4% | +40.8% | +10.7% |
| 10Y | +171.9% | +39.5% | +132.3% | +130.9% |
| All | +1,117.5% | +369.7% | +747.8% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling