+1,117.5%
KDP vs SMTC
+736.0%
+381.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.8% |
| 7D | +1.3% | +12.7% | -11.5% | 0.0% |
| 30D | +6.0% | +22.0% | -16.0% | +3.2% |
| 3M | +9.2% | -12.7% | +21.9% | +9.1% |
| 6M | +14.7% | +64.8% | -50.1% | +5.6% |
| YTD | +19.2% | +100.7% | -81.5% | +6.9% |
| 1Y | +15.2% | +146.9% | -131.7% | +0.1% |
| 3Y | +6.0% | +456.8% | -450.8% | -25.5% |
| 5Y | +5.4% | +89.2% | -83.8% | -13.7% |
| 10Y | +171.9% | +426.9% | -255.0% | +66.6% |
| All | +1,117.5% | +736.0% | +381.5% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling