+1,117.5%
KDP vs HIG
+185.4%
+932.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +6.0% | -3.2% | +9.2% | +6.4% |
| 3M | +9.2% | +9.1% | 0.0% | +8.1% |
| 6M | +14.7% | -1.8% | +16.5% | +14.8% |
| YTD | +19.2% | +1.8% | +17.4% | +18.8% |
| 1Y | +15.2% | +4.6% | +10.6% | +14.4% |
| 3Y | +6.0% | +101.6% | -95.7% | -2.5% |
| 5Y | +5.4% | +124.5% | -119.1% | -4.5% |
| 10Y | +171.9% | +317.8% | -145.9% | +125.3% |
| All | +1,117.5% | +185.4% | +932.0% | +845.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling