+179.8%
KDP vs HRB
+205.6%
-25.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -1.6% | -10.6% | +9.0% | -0.3% |
| 30D | +9.5% | -0.8% | +10.3% | +9.4% |
| 3M | +2.6% | +19.1% | -16.4% | +0.3% |
| 6M | +15.6% | +48.7% | -33.1% | +9.5% |
| YTD | +17.3% | +7.1% | +10.2% | +15.6% |
| 1Y | +20.1% | -8.3% | +28.4% | +20.8% |
| 3Y | +4.9% | +25.8% | -20.9% | 0.0% |
| 5Y | +5.0% | +111.1% | -106.1% | -7.8% |
| 10Y | +179.8% | +206.6% | -26.8% | +119.4% |
| All | +179.8% | +205.6% | -25.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling