+47.7%
KDP vs HST
+54.6%
-7.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | +4.0% | -1.3% | +5.2% | +4.2% |
| 30D | +16.8% | +13.4% | +3.4% | +13.8% |
| 3M | +32.0% | +16.7% | +15.3% | +27.9% |
| 6M | +35.2% | +24.0% | +11.1% | +29.8% |
| YTD | +40.9% | +54.0% | -13.0% | +31.8% |
| 1Y | +47.7% | +55.0% | -7.4% | +38.3% |
| All | +47.7% | +54.6% | -7.0% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling