+178.1%
KDP vs USHY
+49.7%
+128.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -4.3% | -0.7% | -3.6% | -3.7% |
| 30D | +7.8% | -0.5% | +8.4% | +8.3% |
| 3M | -0.1% | +0.5% | -0.6% | -0.4% |
| 6M | +14.0% | +1.5% | +12.5% | +12.6% |
| YTD | +15.1% | +1.7% | +13.3% | +13.5% |
| 1Y | +18.5% | +3.5% | +15.0% | +15.2% |
| 3Y | +2.9% | +27.2% | -24.3% | -15.4% |
| 5Y | +3.0% | +21.0% | -18.0% | -11.4% |
| All | +178.1% | +49.7% | +128.4% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USHY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling