+32.5%
KDP vs HIG
+97.9%
-65.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | +8.2% | +2.1% | +6.1% | +7.6% |
| 30D | +18.4% | +6.7% | +11.6% | +16.4% |
| 3M | +29.2% | -1.9% | +31.2% | +29.7% |
| 6M | +32.3% | +5.3% | +26.9% | +30.4% |
| YTD | +38.5% | +1.3% | +37.1% | +37.5% |
| 1Y | +48.5% | +7.2% | +41.3% | +45.3% |
| 3Y | +32.5% | +96.6% | -64.2% | +15.0% |
| All | +32.5% | +97.9% | -65.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling