+26.8%
KDP vs SAN
+247.1%
-220.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | -0.8% | +4.0% | -4.8% | -1.0% |
| 30D | +9.7% | -7.8% | +17.5% | +10.0% |
| 3M | +17.6% | -16.4% | +34.0% | +18.4% |
| 6M | +25.8% | +3.5% | +22.2% | +25.4% |
| YTD | +33.9% | +6.7% | +27.2% | +32.7% |
| 1Y | +38.9% | +14.5% | +24.4% | +36.9% |
| 3Y | +26.8% | +243.5% | -216.7% | +17.9% |
| All | +26.8% | +247.1% | -220.3% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling