+15.2%
KDP vs PH
+30.5%
-15.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.3% | -3.1% | +4.3% | +1.3% |
| 30D | +6.0% | -3.2% | +9.2% | +6.0% |
| 3M | +9.2% | +10.6% | -1.4% | +8.2% |
| 6M | +14.7% | -2.1% | +16.8% | +15.1% |
| YTD | +19.2% | +10.2% | +9.0% | +19.5% |
| 1Y | +15.2% | +28.2% | -13.1% | +15.6% |
| All | +15.2% | +30.5% | -15.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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