+15.2%
KDP vs SE
-38.5%
+53.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.3% | -6.1% | +7.4% | +1.1% |
| 30D | +6.0% | -2.5% | +8.4% | +5.9% |
| 3M | +9.2% | +21.7% | -12.5% | +9.6% |
| 6M | +14.7% | +27.0% | -12.3% | +15.0% |
| YTD | +19.2% | -12.1% | +31.3% | +18.0% |
| 1Y | +15.2% | -40.9% | +56.1% | +11.4% |
| All | +15.2% | -38.5% | +53.7% | +11.4% |
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