+173.3%
KDP vs HST
+92.5%
+80.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | +6.0% | -12.3% | +18.2% | +8.1% |
| 3M | +9.2% | -6.4% | +15.5% | +10.2% |
| 6M | +14.7% | +15.0% | -0.3% | +12.1% |
| YTD | +19.2% | +30.5% | -11.3% | +14.2% |
| 1Y | +15.2% | +35.7% | -20.5% | +9.5% |
| 3Y | +6.0% | +68.4% | -62.4% | -3.7% |
| 5Y | +5.4% | +73.1% | -67.7% | -6.2% |
| All | +173.3% | +92.5% | +80.8% | +121.0% |
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