+45.9%
KDP vs HWM
+3.8%
+42.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | +0.9% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +16.3% | -3.9% | +20.2% | +16.1% |
| 3M | +24.0% | -23.2% | +47.2% | +23.6% |
| 6M | +30.0% | -20.0% | +50.0% | +29.5% |
| YTD | +36.1% | +5.7% | +30.4% | +33.3% |
| All | +45.9% | +3.8% | +42.2% | +42.1% |
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