+239.3%
KDP vs SMTC
+365.8%
-126.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | +0.2% |
| 7D | +0.3% | -4.8% | +5.2% | +0.3% |
| 30D | +16.3% | -37.8% | +54.1% | +18.8% |
| 3M | +24.0% | -16.5% | +40.5% | +23.8% |
| 6M | +30.0% | -4.4% | +34.4% | +27.1% |
| YTD | +36.1% | +58.0% | -21.9% | +27.2% |
| 1Y | +46.8% | +62.0% | -15.2% | +36.7% |
| 3Y | +30.5% | +745.7% | -715.2% | -6.7% |
| 5Y | +17.9% | +29.0% | -11.1% | +8.0% |
| 10Y | +239.3% | +351.4% | -112.1% | +151.1% |
| All | +239.3% | +365.8% | -126.5% | +151.1% |
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