+1,278.3%
KDP vs SAN
+56.5%
+1,221.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +2.2% | +4.9% | -2.7% | +1.4% |
| 30D | +19.9% | -13.0% | +32.9% | +22.7% |
| 3M | +21.5% | -18.9% | +40.4% | +25.7% |
| 6M | +30.1% | -4.1% | +34.3% | +30.4% |
| YTD | +34.9% | +2.6% | +32.4% | +32.8% |
| 1Y | +43.4% | +16.9% | +26.5% | +37.8% |
| 3Y | +29.1% | +239.1% | -210.0% | +0.8% |
| 5Y | +15.0% | +266.8% | -251.9% | -13.5% |
| 10Y | +234.1% | +246.0% | -11.9% | +139.0% |
| All | +1,278.3% | +56.5% | +1,221.9% | +882.3% |
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