+43.5%
KDP vs SE
-48.0%
+91.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +6.0% |
| 7D | +5.3% | +6.7% | -1.3% | +5.5% |
| 30D | +19.1% | -17.2% | +36.3% | +18.5% |
| 3M | +19.2% | -28.0% | +47.2% | +17.9% |
| 6M | +29.3% | -6.1% | +35.4% | +29.0% |
| YTD | +35.5% | -37.1% | +72.7% | +31.5% |
| 1Y | +43.5% | -48.8% | +92.2% | +36.9% |
| All | +43.5% | -48.0% | +91.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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