+5.1%
KDP vs HIG
+122.5%
-117.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.4% |
| 7D | +2.1% | -1.1% | +3.1% | +2.4% |
| 30D | +8.5% | -4.9% | +13.4% | +9.9% |
| 3M | +6.6% | +6.8% | -0.2% | +4.7% |
| 6M | +17.1% | -1.7% | +18.8% | +17.3% |
| YTD | +19.0% | -0.2% | +19.3% | +18.8% |
| 1Y | +21.8% | +5.7% | +16.1% | +19.3% |
| 3Y | +6.4% | +100.3% | -93.8% | -13.6% |
| 5Y | +5.1% | +118.5% | -113.3% | -19.9% |
| All | +5.1% | +122.5% | -117.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling