+256.4%
KDP vs HWM
+1,599.0%
-1,342.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +8.2% | -1.8% | +10.0% | +8.3% |
| 30D | +18.4% | -2.7% | +21.0% | +18.4% |
| 3M | +29.2% | -22.7% | +52.0% | +32.1% |
| 6M | +32.3% | -18.9% | +51.2% | +34.3% |
| YTD | +38.5% | +7.1% | +31.4% | +36.2% |
| 1Y | +48.5% | +4.7% | +43.8% | +46.4% |
| 3Y | +32.5% | +345.6% | -313.1% | +9.4% |
| 5Y | +19.7% | +588.3% | -568.6% | -6.6% |
| 10Y | +256.4% | +1,516.2% | -1,259.8% | +140.0% |
| All | +256.4% | +1,599.0% | -1,342.7% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling