+16.2%
KDP vs SITM
+73.6%
-57.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +2.6% |
| 7D | -0.8% | +6.6% | -7.4% | -0.8% |
| 30D | +9.7% | -15.3% | +25.0% | +9.8% |
| 3M | +17.6% | -35.4% | +53.0% | +18.0% |
| 6M | +25.8% | -46.8% | +72.6% | +26.6% |
| YTD | +33.9% | +25.9% | +8.0% | +31.9% |
| 1Y | +38.9% | +54.0% | -15.1% | +36.2% |
| 3Y | +26.8% | +315.6% | -288.8% | +18.4% |
| All | +16.2% | +73.6% | -57.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling