+6.4%
KDP vs SEI
+565.9%
-559.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.3% | -16.4% | +0.1% |
| 7D | +2.1% | +28.8% | -26.8% | +2.4% |
| 30D | +8.5% | +10.4% | -1.9% | +8.6% |
| 3M | +6.6% | -11.4% | +18.0% | +6.7% |
| 6M | +17.1% | +31.2% | -14.1% | +17.3% |
| YTD | +19.0% | +39.7% | -20.7% | +19.2% |
| 1Y | +21.8% | +149.0% | -127.2% | +21.7% |
| 3Y | +6.4% | +560.2% | -553.7% | +2.2% |
| All | +6.4% | +565.9% | -559.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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