+6.8%
KDP vs SBAC
-43.7%
+50.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +6.0% | +6.9% | -0.9% | +4.6% |
| 3M | +9.2% | -8.2% | +17.4% | +10.8% |
| 6M | +14.7% | -1.6% | +16.3% | +14.6% |
| YTD | +19.2% | -0.1% | +19.3% | +18.5% |
| 1Y | +15.2% | -0.5% | +15.6% | +14.5% |
| 3Y | +6.0% | -9.1% | +15.0% | +6.4% |
| All | +6.8% | -43.7% | +50.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling