+1,232.8%
KDP vs HUBB
+1,345.9%
-113.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.1% |
| 7D | -4.0% | +4.6% | -8.6% | -5.1% |
| 30D | +8.5% | -8.4% | +16.8% | +10.7% |
| 3M | +20.7% | -14.3% | +35.0% | +25.4% |
| 6M | +23.2% | -9.3% | +32.5% | +25.0% |
| YTD | +30.5% | -0.5% | +31.0% | +28.0% |
| 1Y | +35.9% | -2.1% | +38.0% | +33.7% |
| 3Y | +24.8% | +57.2% | -32.4% | +1.9% |
| 5Y | +13.4% | +127.1% | -113.7% | -20.3% |
| 10Y | +239.3% | +385.7% | -146.4% | +73.2% |
| All | +1,232.8% | +1,345.9% | -113.1% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling