+38.9%
KDP vs HWM
+7.5%
+31.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | -0.8% | +7.3% | -8.1% | -0.7% |
| 30D | +9.7% | +1.6% | +8.1% | +9.5% |
| 3M | +17.6% | -21.9% | +39.5% | +17.4% |
| 6M | +25.8% | -19.0% | +44.8% | +25.5% |
| YTD | +33.9% | +7.9% | +25.9% | +30.7% |
| 1Y | +38.9% | +9.9% | +28.9% | +35.2% |
| All | +38.9% | +7.5% | +31.4% | +35.2% |
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