+1,117.5%
KDP vs HUBB
+1,420.9%
-303.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +0.5% | +0.7% | +1.1% |
| 30D | +6.0% | -10.0% | +16.0% | +9.0% |
| 3M | +9.2% | -4.8% | +14.0% | +9.9% |
| 6M | +14.7% | -5.6% | +20.2% | +15.1% |
| YTD | +19.2% | +4.7% | +14.5% | +15.8% |
| 1Y | +15.2% | +6.7% | +8.5% | +10.7% |
| 3Y | +6.0% | +45.8% | -39.8% | -10.9% |
| 5Y | +5.4% | +145.9% | -140.5% | -27.4% |
| 10Y | +171.9% | +418.6% | -246.7% | +36.5% |
| All | +1,117.5% | +1,420.9% | -303.5% | +250.9% |
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