+16.2%
KDP vs SBAC
-39.6%
+55.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +9.7% | +5.5% | +4.2% | +8.5% |
| 3M | +17.6% | +3.1% | +14.5% | +16.7% |
| 6M | +25.8% | -7.0% | +32.8% | +27.0% |
| YTD | +33.9% | +0.5% | +33.4% | +32.8% |
| 1Y | +38.9% | +0.2% | +38.7% | +37.8% |
| 3Y | +26.8% | -7.4% | +34.1% | +26.9% |
| All | +16.2% | -39.6% | +55.8% | +26.7% |
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