+15.2%
KDP vs HLT
+13.1%
+2.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.3% | -3.3% | +4.6% | +1.4% |
| 30D | +6.0% | -4.1% | +10.1% | +6.1% |
| 3M | +9.2% | -7.9% | +17.1% | +9.5% |
| 6M | +14.7% | +2.2% | +12.5% | +14.4% |
| YTD | +19.2% | +8.5% | +10.7% | +19.6% |
| 1Y | +15.2% | +12.1% | +3.0% | +15.0% |
| All | +15.2% | +13.1% | +2.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling