+14.4%
KDP vs SN
+650.0%
-635.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.0% | -4.4% | -7.2% |
| 7D | -4.0% | +1.4% | -5.4% | -4.1% |
| 30D | +8.5% | +16.6% | -8.1% | +7.4% |
| 3M | +20.7% | +18.3% | +2.4% | +19.3% |
| 6M | +23.2% | +103.1% | -79.9% | +17.8% |
| YTD | +30.5% | +96.7% | -66.2% | +24.8% |
| 1Y | +35.9% | +134.3% | -98.5% | +28.9% |
| 3Y | +24.8% | +425.2% | -400.4% | +11.1% |
| All | +14.4% | +650.0% | -635.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling