+239.3%
KDP vs HWM
+1,636.6%
-1,397.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | +0.4% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | +16.3% | -3.9% | +20.2% | +16.5% |
| 3M | +24.0% | -23.2% | +47.2% | +26.8% |
| 6M | +30.0% | -20.0% | +50.0% | +32.1% |
| YTD | +36.1% | +5.7% | +30.4% | +34.1% |
| 1Y | +46.8% | +4.9% | +42.0% | +44.7% |
| 3Y | +30.5% | +347.0% | -316.5% | +8.0% |
| 5Y | +17.9% | +563.0% | -545.1% | -7.3% |
| 10Y | +239.3% | +1,579.2% | -1,339.9% | +143.3% |
| All | +239.3% | +1,636.6% | -1,397.4% | +143.3% |
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