+175.8%
KDP vs SAN
+338.5%
-162.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.1% | +3.3% | -1.3% | +1.6% |
| 30D | +8.5% | +1.1% | +7.4% | +8.3% |
| 3M | +6.6% | +22.2% | -15.6% | +3.7% |
| 6M | +17.1% | +36.0% | -18.9% | +12.0% |
| YTD | +19.0% | +28.2% | -9.2% | +14.4% |
| 1Y | +21.8% | +54.1% | -32.4% | +13.9% |
| 3Y | +6.4% | +354.2% | -347.8% | -15.8% |
| 5Y | +5.1% | +387.3% | -382.1% | -19.5% |
| 10Y | +175.8% | +334.8% | -159.0% | +93.8% |
| All | +175.8% | +338.5% | -162.7% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling