+256.4%
KDP vs SO
+188.2%
+68.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +8.2% | -0.1% | +8.3% | +8.2% |
| 30D | +18.4% | +8.7% | +9.7% | +15.4% |
| 3M | +29.2% | +3.4% | +25.8% | +27.8% |
| 6M | +32.3% | +3.7% | +28.6% | +30.7% |
| YTD | +38.5% | +10.0% | +28.4% | +34.3% |
| 1Y | +48.5% | +6.6% | +41.9% | +45.3% |
| 3Y | +32.5% | +52.5% | -20.0% | +16.1% |
| 5Y | +19.7% | +76.1% | -56.4% | +0.4% |
| 10Y | +256.4% | +194.9% | +61.5% | +155.7% |
| All | +256.4% | +188.2% | +68.2% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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