+175.8%
KDP vs SMTC
+493.3%
-317.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.1% | -0.7% |
| 7D | +2.1% | +22.9% | -20.9% | +0.7% |
| 30D | +8.5% | +16.6% | -8.2% | +7.1% |
| 3M | +6.6% | +2.4% | +4.2% | +5.6% |
| 6M | +17.1% | +98.3% | -81.2% | +9.4% |
| YTD | +19.0% | +120.7% | -101.6% | +10.0% |
| 1Y | +21.8% | +168.3% | -146.5% | +10.3% |
| 3Y | +6.4% | +571.7% | -565.3% | -19.2% |
| 5Y | +5.1% | +114.0% | -108.9% | -7.8% |
| 10Y | +175.8% | +497.0% | -321.2% | +97.4% |
| All | +175.8% | +493.3% | -317.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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