+1,278.3%
KDP vs SGI
+2,351.2%
-1,072.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +0.1% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +19.9% | +3.9% | +16.0% | +19.3% |
| 3M | +21.5% | -0.8% | +22.3% | +21.5% |
| 6M | +30.1% | -18.0% | +48.1% | +33.1% |
| YTD | +34.9% | -27.6% | +62.5% | +39.8% |
| 1Y | +43.4% | -27.2% | +70.6% | +48.4% |
| 3Y | +29.1% | +76.0% | -46.9% | +16.5% |
| 5Y | +15.0% | +50.0% | -35.0% | +3.4% |
| 10Y | +234.1% | +399.1% | -165.0% | +132.1% |
| All | +1,278.3% | +2,351.2% | -1,072.9% | +510.0% |
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