+174.5%
KDP vs SM
+5.6%
+168.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +6.0% | +26.3% | -20.3% | +4.9% |
| 3M | +9.2% | +8.7% | +0.5% | +8.6% |
| 6M | +14.7% | +51.7% | -37.0% | +12.3% |
| YTD | +19.2% | +99.0% | -79.9% | +15.2% |
| 1Y | +15.2% | +34.6% | -19.4% | +13.0% |
| 3Y | +6.0% | -7.8% | +13.7% | +4.6% |
| 5Y | +5.4% | +104.8% | -99.4% | -0.9% |
| All | +174.5% | +5.6% | +168.9% | +112.3% |
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