+229.6%
KDP vs HWM
+1,473.3%
-1,243.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | +2.2% | +3.4% | -1.2% | +1.7% |
| 30D | +19.9% | -7.5% | +27.5% | +20.6% |
| 3M | +21.5% | -28.9% | +50.4% | +25.2% |
| 6M | +30.1% | -19.6% | +49.7% | +32.1% |
| YTD | +34.9% | +0.6% | +34.3% | +33.6% |
| 1Y | +43.4% | +0.3% | +43.1% | +41.9% |
| 3Y | +29.1% | +326.1% | -297.1% | +7.3% |
| 5Y | +15.0% | +525.2% | -510.2% | -9.1% |
| All | +229.6% | +1,473.3% | -1,243.7% | +139.3% |
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