+1,117.5%
KDP vs SBAC
+501.2%
+616.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +6.0% | +6.9% | -0.9% | +4.2% |
| 3M | +9.2% | -8.2% | +17.4% | +11.3% |
| 6M | +14.7% | -1.6% | +16.3% | +14.1% |
| YTD | +19.2% | -0.1% | +19.3% | +17.8% |
| 1Y | +15.2% | -0.5% | +15.6% | +13.9% |
| 3Y | +6.0% | -9.1% | +15.0% | +5.7% |
| 5Y | +5.4% | -43.8% | +49.2% | +17.1% |
| 10Y | +171.9% | +80.5% | +91.3% | +110.3% |
| All | +1,117.5% | +501.2% | +616.2% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling