+247.9%
KDP vs HST
+133.7%
+114.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.8% | +3.6% | -4.4% | -1.3% |
| 30D | +9.7% | +11.2% | -1.5% | +7.9% |
| 3M | +17.6% | +13.1% | +4.5% | +15.3% |
| 6M | +25.8% | +23.9% | +1.9% | +21.5% |
| YTD | +33.9% | +52.3% | -18.4% | +25.2% |
| 1Y | +38.9% | +56.7% | -17.8% | +29.2% |
| 3Y | +26.8% | +87.5% | -60.7% | +13.4% |
| 5Y | +16.3% | +82.8% | -66.5% | +2.9% |
| All | +247.9% | +133.7% | +114.2% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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