+7.6%
KDP vs SE
+197.9%
-190.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.3% | -6.1% | +7.4% | +1.2% |
| 30D | +6.0% | -2.5% | +8.4% | +5.9% |
| 3M | +9.2% | +21.7% | -12.5% | +9.2% |
| 6M | +14.7% | +27.0% | -12.3% | +14.7% |
| YTD | +19.2% | -12.1% | +31.3% | +19.2% |
| 1Y | +15.2% | -40.9% | +56.1% | +15.4% |
| All | +7.6% | +197.9% | -190.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling