+43.5%
KDP vs SAN
+23.5%
+20.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.4% | -0.5% | +5.7% |
| 7D | +5.3% | +4.5% | +0.8% | +5.1% |
| 30D | +19.1% | -12.1% | +31.2% | +18.7% |
| 3M | +19.2% | -15.6% | +34.7% | +18.7% |
| 6M | +29.3% | +5.8% | +23.5% | +29.7% |
| YTD | +35.5% | +5.5% | +30.1% | +35.1% |
| 1Y | +43.5% | +23.6% | +19.9% | +42.7% |
| All | +43.5% | +23.5% | +20.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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 · 6 months rolling