+43.5%
KDP vs HWM
+5.4%
+38.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.3% | +10.2% | +5.8% |
| 7D | +5.3% | +9.4% | -4.1% | +5.0% |
| 30D | +19.1% | -7.0% | +26.1% | +18.9% |
| 3M | +19.2% | -25.9% | +45.0% | +18.8% |
| 6M | +29.3% | -10.8% | +40.1% | +26.9% |
| YTD | +35.5% | +4.3% | +31.2% | +32.6% |
| 1Y | +43.5% | +4.4% | +39.1% | +38.9% |
| All | +43.5% | +5.4% | +38.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling