+26.2%
KDP vs SITM
+4,608.4%
-4,582.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.1% |
| 7D | +1.3% | +9.7% | -8.4% | +0.9% |
| 30D | +6.0% | +12.7% | -6.7% | +5.3% |
| 3M | +9.2% | -13.4% | +22.6% | +9.2% |
| 6M | +14.7% | +59.6% | -44.9% | +11.3% |
| YTD | +19.2% | +73.3% | -54.1% | +15.1% |
| 1Y | +15.2% | +165.5% | -150.4% | +8.7% |
| 3Y | +6.0% | +368.7% | -362.7% | -5.6% |
| 5Y | +5.4% | +172.5% | -167.1% | -7.0% |
| All | +26.2% | +4,608.4% | -4,582.1% | -18.3% |
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