+19.7%
KDP vs HTZ
-94.3%
+114.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.0% | +9.7% | +1.8% |
| 7D | +8.2% | -27.5% | +35.7% | +8.4% |
| 30D | +18.4% | -21.9% | +40.2% | +18.5% |
| 3M | +29.2% | -29.2% | +58.5% | +29.3% |
| 6M | +32.3% | -75.2% | +107.5% | +33.7% |
| YTD | +38.5% | -70.8% | +109.3% | +39.3% |
| 1Y | +48.5% | -76.1% | +124.6% | +49.9% |
| 3Y | +32.5% | -82.5% | +115.0% | +34.3% |
| 5Y | +19.7% | -94.1% | +113.8% | +28.3% |
| All | +19.7% | -94.3% | +114.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling