+1,117.5%
KDP vs SAN
+96.5%
+1,020.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.3% | +1.8% | -0.5% | +1.0% |
| 30D | +6.0% | +2.0% | +4.0% | +5.6% |
| 3M | +9.2% | +19.7% | -10.5% | +5.6% |
| 6M | +14.7% | +30.6% | -15.9% | +8.9% |
| YTD | +19.2% | +28.8% | -9.7% | +13.0% |
| 1Y | +15.2% | +57.8% | -42.6% | +5.1% |
| 3Y | +6.0% | +338.1% | -332.2% | -20.7% |
| 5Y | +5.4% | +384.2% | -378.8% | -24.4% |
| 10Y | +171.9% | +353.1% | -181.3% | +85.5% |
| All | +1,117.5% | +96.5% | +1,020.9% | +735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling