+6.4%
KDP vs SITM
+409.8%
-403.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +2.1% | +8.4% | -6.3% | +2.1% |
| 30D | +8.5% | -17.4% | +25.9% | +8.4% |
| 3M | +6.6% | -9.8% | +16.4% | +6.6% |
| 6M | +17.1% | +83.0% | -65.9% | +16.1% |
| YTD | +19.0% | +69.6% | -50.5% | +18.2% |
| 1Y | +21.8% | +144.9% | -123.1% | +20.6% |
| 3Y | +6.4% | +429.9% | -423.4% | 0.0% |
| All | +6.4% | +409.8% | -403.3% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling