+29.1%
KDP vs SN
+397.9%
-368.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | +2.2% | +7.2% | -5.0% | +1.7% |
| 30D | +19.9% | +20.4% | -0.4% | +18.4% |
| 3M | +21.5% | +23.9% | -2.4% | +19.6% |
| 6M | +30.1% | +93.0% | -62.9% | +24.5% |
| YTD | +34.9% | +99.2% | -64.3% | +28.8% |
| 1Y | +43.4% | +142.6% | -99.2% | +35.6% |
| 3Y | +29.1% | +398.8% | -369.7% | +12.6% |
| All | +29.1% | +397.9% | -368.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling