+17.0%
KDP vs SM
-11.5%
+28.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +2.2% | -25.9% | +28.1% | +2.7% |
| 30D | +19.9% | -15.1% | +35.1% | +20.1% |
| 3M | +21.5% | +4.9% | +16.6% | +20.9% |
| 6M | +30.1% | +6.1% | +24.0% | +29.2% |
| YTD | +34.9% | +63.4% | -28.5% | +31.4% |
| 1Y | +43.4% | +72.5% | -29.1% | +39.3% |
| 3Y | +29.1% | -16.9% | +46.0% | +27.1% |
| All | +17.0% | -11.5% | +28.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling