+21.8%
KDP vs SAN
+55.7%
-34.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.1% | +3.3% | -1.3% | +2.1% |
| 30D | +8.5% | +1.1% | +7.4% | +8.5% |
| 3M | +6.6% | +22.2% | -15.6% | +7.1% |
| 6M | +17.1% | +36.0% | -18.9% | +17.7% |
| YTD | +19.0% | +28.2% | -9.2% | +18.7% |
| 1Y | +21.8% | +54.1% | -32.4% | +18.1% |
| All | +21.8% | +55.7% | -34.0% | +18.1% |
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