+1,117.5%
KDP vs SGI
+2,568.9%
-1,451.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.3% | +8.5% | -7.3% | +0.1% |
| 30D | +6.0% | +0.7% | +5.3% | +5.8% |
| 3M | +9.2% | +0.6% | +8.6% | +8.8% |
| 6M | +14.7% | -17.9% | +32.6% | +17.1% |
| YTD | +19.2% | -21.2% | +40.4% | +22.1% |
| 1Y | +15.2% | -18.9% | +34.0% | +17.3% |
| 3Y | +6.0% | +52.6% | -46.7% | -2.5% |
| 5Y | +5.4% | +60.7% | -55.3% | -6.2% |
| 10Y | +171.9% | +278.1% | -106.2% | +94.9% |
| All | +1,117.5% | +2,568.9% | -1,451.4% | +432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling