+1,314.5%
KDP vs HIG
+184.3%
+1,130.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | +8.2% | +2.1% | +6.1% | +8.0% |
| 30D | +18.4% | +6.7% | +11.6% | +17.5% |
| 3M | +29.2% | -1.9% | +31.2% | +29.5% |
| 6M | +32.3% | +5.3% | +26.9% | +31.4% |
| YTD | +38.5% | +1.3% | +37.1% | +38.1% |
| 1Y | +48.5% | +7.2% | +41.3% | +47.1% |
| 3Y | +32.5% | +96.6% | -64.2% | +22.2% |
| 5Y | +19.7% | +110.0% | -90.3% | +9.2% |
| 10Y | +256.4% | +268.4% | -12.0% | +199.0% |
| All | +1,314.5% | +184.3% | +1,130.2% | +999.0% |
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 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