+169.5%
KDP vs SNY
+64.5%
+105.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | +6.2% | -2.2% | +8.3% | +6.6% |
| 3M | +1.2% | -3.0% | +4.3% | +1.8% |
| 6M | +15.3% | +2.7% | +12.6% | +14.5% |
| YTD | +14.8% | -6.8% | +21.7% | +16.2% |
| 1Y | +17.6% | -5.3% | +22.9% | +18.5% |
| 3Y | +2.1% | -9.8% | +11.9% | +2.5% |
| 5Y | +2.7% | +9.7% | -6.9% | -2.6% |
| All | +169.5% | +64.5% | +105.0% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling