+49.2%
KDP vs SITM
+3,535.1%
-3,485.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | +1.6% |
| 7D | +4.0% | +17.2% | -13.2% | +3.4% |
| 30D | +16.8% | -17.1% | +33.9% | +17.3% |
| 3M | +32.0% | -29.2% | +61.2% | +33.0% |
| 6M | +35.2% | -47.6% | +82.7% | +37.2% |
| YTD | +40.9% | +33.8% | +7.1% | +36.8% |
| 1Y | +47.7% | +54.1% | -6.4% | +42.3% |
| 3Y | +34.8% | +337.6% | -302.8% | +19.5% |
| 5Y | +22.6% | +89.7% | -67.1% | +10.0% |
| All | +49.2% | +3,535.1% | -3,485.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling