+1,278.3%
KDP vs SMTC
+483.4%
+794.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.7% | -13.5% | -1.8% |
| 7D | +2.2% | -19.0% | +21.2% | +3.7% |
| 30D | +19.9% | -46.7% | +66.7% | +26.1% |
| 3M | +21.5% | -23.4% | +44.9% | +22.2% |
| 6M | +30.1% | -13.4% | +43.5% | +27.0% |
| YTD | +34.9% | +40.1% | -5.1% | +23.4% |
| 1Y | +43.4% | +47.7% | -4.3% | +29.9% |
| 3Y | +29.1% | +606.9% | -577.8% | -15.6% |
| 5Y | +15.0% | +14.4% | +0.6% | -1.1% |
| 10Y | +234.1% | +322.5% | -88.4% | +103.0% |
| All | +1,278.3% | +483.4% | +794.9% | +549.9% |
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