+239.3%
KDP vs SM
+4.9%
+234.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.0% |
| 7D | +0.3% | -22.3% | +22.6% | +1.2% |
| 30D | +16.3% | -21.4% | +37.7% | +17.2% |
| 3M | +24.0% | +1.4% | +22.6% | +23.6% |
| 6M | +30.0% | +0.1% | +29.9% | +29.3% |
| YTD | +36.1% | +59.0% | -22.9% | +32.4% |
| 1Y | +46.8% | +64.3% | -17.5% | +42.6% |
| 3Y | +30.5% | -13.1% | +43.6% | +28.9% |
| 5Y | +17.9% | -13.9% | +31.8% | +14.9% |
| 10Y | +239.3% | +1.7% | +237.6% | +159.7% |
| All | +239.3% | +4.9% | +234.3% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling