+5.0%
KDP vs SITM
+164.5%
-159.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -1.6% | +3.7% | -5.3% | -1.6% |
| 30D | +9.5% | -14.5% | +24.0% | +9.7% |
| 3M | +2.6% | -10.6% | +13.2% | +2.6% |
| 6M | +15.6% | +65.5% | -49.9% | +13.8% |
| YTD | +17.3% | +67.0% | -49.7% | +15.3% |
| 1Y | +20.1% | +138.6% | -118.5% | +16.9% |
| 3Y | +4.9% | +421.8% | -416.9% | -2.1% |
| 5Y | +5.0% | +172.4% | -167.4% | -3.7% |
| All | +5.0% | +164.5% | -159.5% | -3.7% |
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