+266.4%
KDP vs PH
+725.6%
-459.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +4.0% | +6.9% | -2.9% | +2.7% |
| 30D | +16.8% | +1.7% | +15.1% | +16.2% |
| 3M | +32.0% | -8.1% | +40.2% | +33.7% |
| 6M | +35.2% | +11.5% | +23.7% | +31.8% |
| YTD | +40.9% | +11.4% | +29.5% | +37.1% |
| 1Y | +47.7% | +14.1% | +33.6% | +43.0% |
| 3Y | +34.8% | +138.2% | -103.5% | +10.6% |
| 5Y | +22.6% | +216.0% | -193.4% | -7.1% |
| 10Y | +266.4% | +710.0% | -443.5% | +117.3% |
| All | +266.4% | +725.6% | -459.2% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling