+17.0%
KDP vs SE
-78.9%
+95.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.2% | +2.0% | +0.2% | +2.2% |
| 30D | +19.9% | -20.0% | +39.9% | +20.4% |
| 3M | +21.5% | -31.8% | +53.3% | +22.2% |
| 6M | +30.1% | -15.9% | +46.0% | +30.3% |
| YTD | +34.9% | -40.6% | +75.6% | +36.0% |
| 1Y | +43.4% | -50.7% | +94.1% | +45.1% |
| 3Y | +29.1% | +70.3% | -41.2% | +25.7% |
| All | +17.0% | -78.9% | +95.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling