+29.1%
KDP vs SM
-20.0%
+49.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +2.2% | -25.9% | +28.1% | +2.1% |
| 30D | +19.9% | -15.1% | +35.1% | +19.7% |
| 3M | +21.5% | +4.9% | +16.6% | +21.0% |
| 6M | +30.1% | +6.1% | +24.0% | +29.3% |
| YTD | +34.9% | +63.4% | -28.5% | +31.8% |
| 1Y | +43.4% | +72.5% | -29.1% | +39.8% |
| 3Y | +29.1% | -16.9% | +46.0% | +26.8% |
| All | +29.1% | -20.0% | +49.1% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling