+169.5%
KDP vs HUM
+152.7%
+16.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.5% |
| 7D | -3.7% | +2.1% | -5.7% | -3.9% |
| 30D | +6.2% | +5.4% | +0.8% | +5.5% |
| 3M | +1.2% | +11.4% | -10.2% | -0.4% |
| 6M | +15.3% | +141.5% | -126.2% | +2.0% |
| YTD | +14.8% | +61.2% | -46.4% | +6.7% |
| 1Y | +17.6% | +49.2% | -31.5% | +10.1% |
| 3Y | +2.1% | -9.0% | +11.2% | +1.7% |
| 5Y | +2.7% | +7.2% | -4.4% | -3.0% |
| All | +169.5% | +152.7% | +16.8% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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