+1,339.3%
KDP vs HST
+175.0%
+1,164.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 3M | +32.0% | +16.7% | +15.3% | +28.4% |
| 6M | +35.2% | +24.0% | +11.1% | +29.9% |
| YTD | +40.9% | +54.0% | -13.0% | +30.2% |
| 1Y | +47.7% | +55.0% | -7.4% | +36.2% |
| 3Y | +34.8% | +89.3% | -54.5% | +18.6% |
| 5Y | +22.6% | +85.4% | -62.8% | +6.3% |
| 10Y | +266.4% | +137.1% | +129.3% | +186.2% |
| All | +1,339.3% | +175.0% | +1,164.2% | +857.4% |
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