+179.8%
KDP vs HIG
+314.4%
-134.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +9.5% | -2.8% | +12.3% | +10.3% |
| 3M | +2.6% | +6.3% | -3.7% | +1.0% |
| 6M | +15.6% | -0.1% | +15.7% | +15.4% |
| YTD | +17.3% | +0.4% | +16.9% | +16.9% |
| 1Y | +20.1% | +6.2% | +13.9% | +17.7% |
| 3Y | +4.9% | +101.6% | -96.7% | -13.6% |
| 5Y | +5.0% | +119.8% | -114.8% | -16.3% |
| 10Y | +179.8% | +311.7% | -132.0% | +82.7% |
| All | +179.8% | +314.4% | -134.6% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling