+35.2%
KDP vs SFM
-39.0%
+74.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.4% |
| 7D | +4.0% | -7.1% | +11.0% | +4.6% |
| 30D | +16.8% | -21.4% | +38.2% | +18.3% |
| 3M | +32.0% | -40.1% | +72.1% | +37.5% |
| 6M | +35.2% | -38.0% | +73.2% | +40.3% |
| All | +35.2% | -39.0% | +74.1% | +40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling