+3.0%
KDP vs HUBS
-67.3%
+70.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.8% |
| 7D | -4.3% | -12.4% | +8.1% | -3.9% |
| 30D | +7.8% | +1.4% | +6.4% | +7.7% |
| 3M | -0.1% | +16.0% | -16.0% | -0.6% |
| 6M | +14.0% | -17.0% | +31.0% | +14.1% |
| YTD | +15.1% | -44.3% | +59.4% | +16.8% |
| 1Y | +18.5% | -54.3% | +72.8% | +21.1% |
| 3Y | +2.9% | -58.4% | +61.3% | +4.4% |
| 5Y | +3.0% | -66.7% | +69.6% | +1.8% |
| All | +3.0% | -67.3% | +70.3% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 5y: compounded portfolio wealth divided by compounded HUBS 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…
5y analysis · Full analysis span regression · 6 months rolling