+6.8%
KDP vs SE
-68.6%
+75.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.3% | -6.1% | +7.4% | +1.4% |
| 30D | +6.0% | -2.5% | +8.4% | +6.0% |
| 3M | +9.2% | +21.7% | -12.5% | +8.6% |
| 6M | +14.7% | +27.0% | -12.3% | +13.9% |
| YTD | +19.2% | -12.1% | +31.3% | +19.3% |
| 1Y | +15.2% | -40.9% | +56.1% | +16.4% |
| 3Y | +6.0% | +191.0% | -185.0% | +1.6% |
| All | +6.8% | -68.6% | +75.5% | +10.2% |
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 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