+183.6%
KDP vs USHY
+50.4%
+133.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.3% |
| 7D | -1.6% | -0.1% | -1.4% | -1.5% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +2.6% | +0.8% | +1.8% | +1.9% |
| 6M | +15.6% | +1.9% | +13.7% | +13.9% |
| YTD | +17.3% | +2.3% | +15.1% | +15.2% |
| 1Y | +20.1% | +4.1% | +16.0% | +16.2% |
| 3Y | +4.9% | +27.8% | -22.9% | -14.1% |
| 5Y | +5.0% | +21.5% | -16.5% | -10.0% |
| All | +183.6% | +50.4% | +133.2% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling