+247.9%
KDP vs HUM
+153.9%
+94.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | -0.8% | +3.7% | -4.5% | -1.3% |
| 30D | +9.7% | +5.5% | +4.2% | +8.9% |
| 3M | +17.6% | +17.1% | +0.5% | +15.0% |
| 6M | +25.8% | +48.3% | -22.5% | +18.8% |
| YTD | +33.9% | +77.4% | -43.5% | +22.5% |
| 1Y | +38.9% | +92.6% | -53.7% | +25.4% |
| 3Y | +26.8% | -6.1% | +32.9% | +26.4% |
| 5Y | +16.3% | +6.2% | +10.1% | +10.8% |
| All | +247.9% | +153.9% | +94.0% | +205.7% |
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