+1,117.5%
KDP vs SM
-11.7%
+1,129.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +6.0% | +26.3% | -20.3% | +4.4% |
| 3M | +9.2% | +8.7% | +0.5% | +8.3% |
| 6M | +14.7% | +51.7% | -37.0% | +11.2% |
| YTD | +19.2% | +99.0% | -79.9% | +13.5% |
| 1Y | +15.2% | +34.6% | -19.4% | +12.1% |
| 3Y | +6.0% | -7.8% | +13.7% | +4.1% |
| 5Y | +5.4% | +104.8% | -99.4% | -3.7% |
| 10Y | +171.9% | +7.2% | +164.6% | +117.8% |
| All | +1,117.5% | -11.7% | +1,129.2% | +611.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling