+47.7%
KDP vs SITM
+50.0%
-2.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | +2.1% |
| 7D | +4.0% | +17.2% | -13.2% | +4.9% |
| 30D | +16.8% | -17.1% | +33.9% | +16.5% |
| 3M | +32.0% | -29.2% | +61.2% | +31.4% |
| 6M | +35.2% | -47.6% | +82.7% | +35.8% |
| YTD | +40.9% | +33.8% | +7.1% | +39.2% |
| 1Y | +47.7% | +54.1% | -6.4% | +47.1% |
| All | +47.7% | +50.0% | -2.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling