+175.8%
KDP vs SBAC
+76.8%
+99.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +8.5% | +3.2% | +5.2% | +7.7% |
| 3M | +6.6% | -5.1% | +11.7% | +7.6% |
| 6M | +17.1% | -2.1% | +19.2% | +16.8% |
| YTD | +19.0% | -0.5% | +19.6% | +18.2% |
| 1Y | +21.8% | +1.1% | +20.6% | +20.4% |
| 3Y | +6.4% | -7.4% | +13.9% | +6.2% |
| 5Y | +5.1% | -44.3% | +49.5% | +15.6% |
| 10Y | +175.8% | +77.6% | +98.3% | +136.3% |
| All | +175.8% | +76.8% | +99.0% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling