+17.0%
KDP vs HST
+71.5%
-54.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | +19.9% | +10.7% | +9.2% | +18.1% |
| 3M | +21.5% | +6.3% | +15.2% | +20.3% |
| 6M | +30.1% | +19.0% | +11.1% | +26.8% |
| YTD | +34.9% | +47.0% | -12.1% | +27.5% |
| 1Y | +43.4% | +53.4% | -10.1% | +34.6% |
| 3Y | +29.1% | +78.0% | -48.9% | +17.2% |
| All | +17.0% | +71.5% | -54.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling