+145.1%
KDP vs HUT
+217.0%
-71.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +8.2% | -10.9% | +19.2% | +8.3% |
| 30D | +18.4% | -32.6% | +51.0% | +18.8% |
| 3M | +29.2% | -33.7% | +63.0% | +29.6% |
| 6M | +32.3% | -42.3% | +74.6% | +32.6% |
| YTD | +38.5% | +23.6% | +14.9% | +36.7% |
| 1Y | +48.5% | +20.4% | +28.1% | +46.4% |
| 3Y | +32.5% | +423.2% | -390.8% | +24.2% |
| 5Y | +19.7% | -19.4% | +39.1% | +13.7% |
| All | +145.1% | +217.0% | -71.9% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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