+175.8%
KDP vs SGI
+261.3%
-85.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.1% | +9.3% | -7.2% | +0.8% |
| 30D | +8.5% | +6.9% | +1.6% | +7.4% |
| 3M | +6.6% | +2.8% | +3.8% | +5.9% |
| 6M | +17.1% | -12.6% | +29.7% | +18.5% |
| YTD | +19.0% | -21.5% | +40.6% | +22.2% |
| 1Y | +21.8% | -18.8% | +40.5% | +24.0% |
| 3Y | +6.4% | +60.8% | -54.4% | -3.2% |
| 5Y | +5.1% | +60.0% | -54.9% | -6.9% |
| 10Y | +175.8% | +267.8% | -92.0% | +86.8% |
| All | +175.8% | +261.3% | -85.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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