+219.4%
KDP vs SE
+379.8%
-160.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.7% |
| 7D | +0.3% | +3.3% | -3.0% | +0.2% |
| 30D | +16.3% | -18.2% | +34.5% | +17.1% |
| 3M | +24.0% | -31.3% | +55.3% | +25.5% |
| 6M | +30.0% | -10.1% | +40.1% | +30.1% |
| YTD | +36.1% | -38.9% | +75.0% | +37.9% |
| 1Y | +46.8% | -48.0% | +94.8% | +49.6% |
| 3Y | +30.5% | +78.8% | -48.3% | +25.1% |
| 5Y | +17.9% | -77.1% | +95.0% | +21.8% |
| All | +219.4% | +379.8% | -160.4% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling