+15.2%
KDP vs SFM
-41.4%
+56.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | +6.0% | -4.4% | +10.4% | +6.2% |
| 3M | +9.2% | +1.5% | +7.7% | +9.0% |
| 6M | +14.7% | +6.5% | +8.2% | +14.3% |
| YTD | +19.2% | +2.2% | +17.0% | +18.4% |
| 1Y | +15.2% | -41.9% | +57.1% | +18.2% |
| All | +15.2% | -41.4% | +56.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling