+15.2%
KDP vs SM
+36.8%
-21.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +6.0% | +25.6% | -19.6% | +6.2% |
| 3M | +9.2% | +8.0% | +1.1% | +9.7% |
| 6M | +14.7% | +50.8% | -36.1% | +12.7% |
| YTD | +19.2% | +97.9% | -78.7% | +13.1% |
| 1Y | +15.2% | +33.8% | -18.6% | +12.1% |
| All | +15.2% | +36.8% | -21.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling