+20.4%
KDP vs HTZ
-92.6%
+113.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +0.3% | -16.4% | +16.7% | +0.4% |
| 30D | +16.3% | -15.1% | +31.4% | +16.4% |
| 3M | +24.0% | -28.2% | +52.2% | +24.1% |
| 6M | +30.0% | -73.1% | +103.0% | +31.6% |
| YTD | +36.1% | -68.3% | +104.4% | +37.1% |
| 1Y | +46.8% | -75.2% | +122.1% | +48.5% |
| 3Y | +30.5% | -81.1% | +111.6% | +31.8% |
| 5Y | +17.9% | -95.0% | +112.9% | +24.6% |
| All | +20.4% | -92.6% | +113.0% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling