+1,288.1%
KDP vs HST
+162.8%
+1,125.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +5.9% | +1.3% |
| 7D | +4.5% | -4.2% | +8.7% | +5.2% |
| 30D | +18.5% | +9.6% | +8.9% | +16.6% |
| 3M | +20.8% | -1.1% | +21.9% | +20.9% |
| 6M | +29.4% | +21.1% | +8.3% | +24.9% |
| YTD | +35.9% | +47.1% | -11.2% | +26.6% |
| 1Y | +42.5% | +64.0% | -21.6% | +30.0% |
| 3Y | +29.4% | +77.1% | -47.7% | +15.2% |
| 5Y | +15.8% | +71.8% | -56.0% | +1.7% |
| 10Y | +236.5% | +146.3% | +90.2% | +160.8% |
| All | +1,288.1% | +162.8% | +1,125.3% | +830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling