+1,116.0%
KDP vs HUM
+883.8%
+232.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.7% |
| 30D | +8.5% | +4.7% | +3.8% | +7.6% |
| 3M | +6.6% | +13.5% | -6.9% | +4.1% |
| 6M | +17.1% | +126.7% | -109.6% | +0.8% |
| YTD | +19.0% | +58.5% | -39.5% | +8.3% |
| 1Y | +21.8% | +31.7% | -10.0% | +13.8% |
| 3Y | +6.4% | -10.6% | +17.1% | +4.3% |
| 5Y | +5.1% | +2.5% | +2.7% | -1.7% |
| 10Y | +175.8% | +148.7% | +27.2% | +106.6% |
| All | +1,116.0% | +883.8% | +232.2% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling