+48.5%
KDP vs HWM
+5.1%
+43.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +8.2% | -1.8% | +10.0% | +8.2% |
| 30D | +18.4% | -2.7% | +21.0% | +18.2% |
| 3M | +29.2% | -22.7% | +52.0% | +28.8% |
| 6M | +32.3% | -18.9% | +51.2% | +31.8% |
| YTD | +38.5% | +7.1% | +31.4% | +35.7% |
| 1Y | +48.5% | +4.7% | +43.8% | +44.6% |
| All | +48.5% | +5.1% | +43.4% | +44.6% |
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