+1,278.3%
KDP vs HDB
+409.4%
+868.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +2.2% | +13.3% | -11.1% | -0.2% |
| 30D | +19.9% | +13.6% | +6.4% | +17.1% |
| 3M | +21.5% | +5.8% | +15.7% | +20.1% |
| 6M | +30.1% | -1.9% | +32.0% | +30.0% |
| YTD | +34.9% | -31.2% | +66.1% | +43.7% |
| 1Y | +43.4% | -29.6% | +72.9% | +51.9% |
| 3Y | +29.1% | -10.1% | +39.2% | +29.0% |
| 5Y | +15.0% | -24.3% | +39.3% | +17.1% |
| 10Y | +234.1% | +59.3% | +174.8% | +176.0% |
| All | +1,278.3% | +409.4% | +868.9% | +653.5% |
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 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