+32.5%
KDP vs HST
+92.1%
-59.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.4% |
| 7D | +8.2% | +0.6% | +7.6% | +8.1% |
| 30D | +18.4% | +14.5% | +3.9% | +16.3% |
| 3M | +29.2% | +15.4% | +13.8% | +26.8% |
| 6M | +32.3% | +22.0% | +10.3% | +29.0% |
| YTD | +38.5% | +54.9% | -16.4% | +31.8% |
| 1Y | +48.5% | +54.0% | -5.5% | +41.3% |
| 3Y | +32.5% | +90.4% | -58.0% | +16.9% |
| All | +32.5% | +92.1% | -59.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling