+19.4%
KDP vs HTZ
-92.5%
+112.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.6% |
| 7D | +2.2% | -14.6% | +16.8% | +2.3% |
| 30D | +19.9% | -20.8% | +40.7% | +20.1% |
| 3M | +21.5% | -18.8% | +40.3% | +21.5% |
| 6M | +30.1% | -74.7% | +104.8% | +31.9% |
| YTD | +34.9% | -68.1% | +103.0% | +35.9% |
| 1Y | +43.4% | -73.5% | +116.9% | +44.8% |
| 3Y | +29.1% | -81.8% | +110.9% | +30.7% |
| 5Y | +15.0% | -95.2% | +110.2% | +21.8% |
| All | +19.4% | -92.5% | +112.0% | +24.0% |
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