+43.5%
KDP vs HIG
+12.7%
+30.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.2% |
| 7D | +5.3% | +6.2% | -0.9% | +3.7% |
| 30D | +19.1% | +9.4% | +9.7% | +16.6% |
| 3M | +19.2% | -2.3% | +21.5% | +19.3% |
| 6M | +29.3% | +4.2% | +25.1% | +27.9% |
| YTD | +35.5% | +1.6% | +34.0% | +34.2% |
| 1Y | +43.5% | +9.9% | +33.6% | +40.7% |
| All | +43.5% | +12.7% | +30.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling