+595.6%
KDP vs SFM
+44.5%
+551.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.5% |
| 7D | +4.0% | -7.1% | +11.0% | +4.4% |
| 30D | +16.8% | -21.4% | +38.2% | +18.2% |
| 3M | +32.0% | -40.1% | +72.1% | +35.8% |
| 6M | +35.2% | -38.0% | +73.2% | +38.6% |
| YTD | +40.9% | -36.5% | +77.4% | +44.0% |
| 1Y | +47.7% | -35.2% | +82.9% | +50.6% |
| 3Y | +34.8% | +23.5% | +11.3% | +29.5% |
| 5Y | +22.6% | +109.7% | -87.1% | +12.9% |
| 10Y | +266.4% | +132.6% | +133.9% | +232.6% |
| All | +595.6% | +44.5% | +551.2% | +533.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling