+22.6%
KDP vs HWM
+603.8%
-581.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.5% |
| 7D | +4.0% | +5.0% | -1.0% | +3.5% |
| 30D | +16.8% | +1.5% | +15.3% | +16.4% |
| 3M | +32.0% | -20.3% | +52.4% | +34.7% |
| 6M | +35.2% | -18.0% | +53.2% | +37.2% |
| YTD | +40.9% | +9.5% | +31.4% | +37.6% |
| 1Y | +47.7% | +7.5% | +40.2% | +44.4% |
| 3Y | +34.8% | +355.7% | -320.9% | +0.4% |
| 5Y | +22.6% | +610.2% | -587.6% | -19.2% |
| All | +22.6% | +603.8% | -581.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling