+175.8%
KDP vs PH
+794.6%
-618.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +8.5% | -10.8% | +19.3% | +10.6% |
| 3M | +6.6% | +8.5% | -1.8% | +4.8% |
| 6M | +17.1% | +3.9% | +13.1% | +15.7% |
| YTD | +19.0% | +9.4% | +9.6% | +16.5% |
| 1Y | +21.8% | +26.8% | -5.0% | +15.7% |
| 3Y | +6.4% | +140.8% | -134.4% | -12.8% |
| 5Y | +5.1% | +253.8% | -248.6% | -22.0% |
| 10Y | +175.8% | +792.3% | -616.5% | +60.7% |
| All | +175.8% | +794.6% | -618.8% | +60.7% |
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