+4.5%
KDP vs SN
+490.7%
-486.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +1.3% | -9.3% | +10.6% | +1.9% |
| 30D | +6.0% | -4.8% | +10.8% | +6.3% |
| 3M | +9.2% | +40.4% | -31.2% | +6.9% |
| 6M | +14.7% | +50.9% | -36.3% | +11.6% |
| YTD | +19.2% | +54.9% | -35.7% | +15.8% |
| 1Y | +15.2% | +43.0% | -27.9% | +12.3% |
| 3Y | +6.0% | +391.8% | -385.9% | -4.7% |
| All | +4.5% | +490.7% | -486.1% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling