+22.6%
KDP vs USHY
+20.1%
+2.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +4.0% | -0.2% | +4.2% | +4.1% |
| 30D | +16.8% | +0.5% | +16.3% | +16.4% |
| 3M | +32.0% | -1.2% | +33.2% | +33.1% |
| 6M | +35.2% | -0.1% | +35.2% | +35.2% |
| YTD | +40.9% | +1.1% | +39.8% | +39.8% |
| 1Y | +47.7% | +2.0% | +45.7% | +45.7% |
| 3Y | +34.8% | +25.8% | +9.0% | +15.2% |
| 5Y | +22.6% | +20.4% | +2.3% | +14.2% |
| All | +22.6% | +20.1% | +2.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling