+43.5%
KDP vs SARO
-7.8%
+51.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.7% |
| 7D | +5.3% | +15.8% | -10.4% | +4.1% |
| 30D | +19.1% | +22.2% | -3.1% | +17.1% |
| 3M | +19.2% | -16.2% | +35.4% | +19.0% |
| 6M | +29.3% | +4.6% | +24.7% | +27.2% |
| YTD | +35.5% | -10.4% | +45.9% | +36.8% |
| 1Y | +43.5% | -6.5% | +50.0% | +44.5% |
| All | +43.5% | -7.8% | +51.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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