+1,314.5%
KDP vs HRB
+348.8%
+965.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +8.2% | -4.0% | +12.2% | +9.0% |
| 30D | +18.4% | +15.8% | +2.6% | +15.4% |
| 3M | +29.2% | +12.0% | +17.2% | +26.3% |
| 6M | +32.3% | +40.7% | -8.5% | +24.2% |
| YTD | +38.5% | +21.0% | +17.5% | +32.2% |
| 1Y | +48.5% | +11.7% | +36.8% | +43.6% |
| 3Y | +32.5% | +25.0% | +7.5% | +23.9% |
| 5Y | +19.7% | +141.0% | -121.4% | -2.6% |
| 10Y | +256.4% | +241.3% | +15.1% | +151.9% |
| All | +1,314.5% | +348.8% | +965.7% | +704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling