+5.5%
ITW vs SKDD
-36.8%
+42.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +28.6% | -31.3% | -3.7% |
| 7D | +1.4% | +60.6% | -59.1% | -0.7% |
| 30D | +6.8% | +76.2% | -69.4% | +3.6% |
| 3M | -3.4% | -4.6% | +1.2% | -3.8% |
| All | +5.5% | -36.8% | +42.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 1y: compounded portfolio wealth divided by compounded SKDD 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…
1y analysis · Full analysis span regression · Available span rolling