+179.8%
KDP vs HUBB
+427.3%
-247.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +9.5% | -9.6% | +19.1% | +11.6% |
| 3M | +2.6% | -6.2% | +8.8% | +3.4% |
| 6M | +15.6% | -6.2% | +21.8% | +16.1% |
| YTD | +17.3% | +3.4% | +14.0% | +15.1% |
| 1Y | +20.1% | +5.3% | +14.8% | +16.9% |
| 3Y | +4.9% | +44.4% | -39.4% | -8.5% |
| 5Y | +5.0% | +152.4% | -147.4% | -23.9% |
| 10Y | +179.8% | +437.0% | -257.3% | +57.7% |
| All | +179.8% | +427.3% | -247.5% | +57.7% |
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