+1,278.3%
KDP vs SM
-27.5%
+1,305.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.2% | -25.9% | +28.1% | +3.8% |
| 30D | +19.9% | -15.1% | +35.1% | +20.9% |
| 3M | +21.5% | +4.9% | +16.6% | +20.7% |
| 6M | +30.1% | +6.1% | +24.0% | +28.8% |
| YTD | +34.9% | +63.4% | -28.5% | +29.6% |
| 1Y | +43.4% | +72.5% | -29.1% | +37.2% |
| 3Y | +29.1% | -16.9% | +46.0% | +27.3% |
| 5Y | +15.0% | -10.6% | +25.6% | +10.6% |
| 10Y | +234.1% | +11.3% | +222.8% | +164.9% |
| All | +1,278.3% | -27.5% | +1,305.9% | +712.1% |
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