+16.9%
KDP vs HRB
+150.3%
-133.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +1.9% |
| 30D | +19.9% | +22.1% | -2.1% | +17.4% |
| 3M | +21.5% | +15.7% | +5.8% | +19.4% |
| 6M | +30.1% | +83.3% | -53.2% | +22.2% |
| YTD | +34.9% | +25.0% | +9.9% | +32.3% |
| 1Y | +43.4% | +6.9% | +36.4% | +43.6% |
| 3Y | +29.1% | +39.0% | -10.0% | +23.1% |
| All | +16.9% | +150.3% | -133.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling