+140.8%
KDP vs HUT
+218.4%
-77.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.8% |
| 7D | +0.3% | +3.7% | -3.3% | +0.2% |
| 30D | +16.3% | -32.3% | +48.6% | +16.7% |
| 3M | +24.0% | -35.6% | +59.6% | +24.4% |
| 6M | +30.0% | -42.1% | +72.1% | +30.3% |
| YTD | +36.1% | +24.1% | +12.0% | +34.3% |
| 1Y | +46.8% | +27.9% | +19.0% | +44.6% |
| 3Y | +30.5% | +409.1% | -378.6% | +22.4% |
| 5Y | +17.9% | -25.9% | +43.9% | +12.2% |
| All | +140.8% | +218.4% | -77.5% | +90.1% |
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