+266.4%
KDP vs HUBB
+396.5%
-130.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +4.0% | +1.2% | +2.8% | +3.7% |
| 30D | +16.8% | -6.4% | +23.2% | +18.1% |
| 3M | +32.0% | -14.4% | +46.4% | +35.7% |
| 6M | +35.2% | -9.0% | +44.1% | +36.5% |
| YTD | +40.9% | +0.7% | +40.2% | +38.5% |
| 1Y | +47.7% | -0.3% | +47.9% | +45.3% |
| 3Y | +34.8% | +59.2% | -24.4% | +14.0% |
| 5Y | +22.6% | +130.2% | -107.6% | -9.2% |
| 10Y | +266.4% | +391.8% | -125.3% | +106.8% |
| All | +266.4% | +396.5% | -130.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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