+20.3%
KDP vs HTZ
-91.9%
+112.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -20.8% | +21.1% | +0.4% |
| 7D | +4.5% | -7.7% | +12.2% | +4.6% |
| 30D | +18.5% | -13.1% | +31.6% | +18.6% |
| 3M | +20.8% | +14.7% | +6.1% | +20.4% |
| 6M | +29.4% | -70.6% | +100.0% | +30.9% |
| YTD | +35.9% | -65.2% | +101.1% | +36.8% |
| 1Y | +42.5% | -73.2% | +115.6% | +44.0% |
| 3Y | +29.4% | -80.8% | +110.2% | +31.1% |
| 5Y | +15.8% | -94.8% | +110.6% | +22.6% |
| All | +20.3% | -91.9% | +112.1% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling