+16.2%
KDP vs SGI
+41.4%
-25.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | -5.3% | +4.5% | -0.2% |
| 30D | +9.7% | -2.1% | +11.8% | +10.0% |
| 3M | +17.6% | -8.2% | +25.8% | +18.7% |
| 6M | +25.8% | -4.6% | +30.3% | +26.1% |
| YTD | +33.9% | -31.5% | +65.3% | +38.6% |
| 1Y | +38.9% | -30.8% | +69.7% | +43.6% |
| 3Y | +26.8% | +67.2% | -40.4% | +17.5% |
| All | +16.2% | +41.4% | -25.2% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling