+35.9%
KDP vs SFM
-34.4%
+70.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.5% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | +8.5% | -19.2% | +27.7% | +9.6% |
| 3M | +20.7% | -40.3% | +61.0% | +24.9% |
| 6M | +23.2% | -40.9% | +64.0% | +27.3% |
| YTD | +30.5% | -35.5% | +66.0% | +32.4% |
| 1Y | +35.9% | -37.4% | +73.3% | +38.0% |
| All | +35.9% | -34.4% | +70.3% | +38.0% |
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