+229.6%
KDP vs SFM
+138.2%
+91.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.4% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | +19.9% | -24.8% | +44.7% | +21.9% |
| 3M | +21.5% | -43.7% | +65.2% | +25.8% |
| 6M | +30.1% | -37.3% | +67.4% | +33.6% |
| YTD | +34.9% | -38.4% | +73.3% | +38.4% |
| 1Y | +43.4% | -36.9% | +80.3% | +46.8% |
| 3Y | +29.1% | +20.7% | +8.4% | +23.1% |
| 5Y | +15.0% | +103.5% | -88.5% | +4.3% |
| All | +229.6% | +138.2% | +91.4% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling