+229.6%
KDP vs SO
+177.2%
+52.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | +19.9% | +8.1% | +11.9% | +17.1% |
| 3M | +21.5% | +0.2% | +21.3% | +21.4% |
| 6M | +30.1% | +0.4% | +29.7% | +29.9% |
| YTD | +34.9% | +8.5% | +26.4% | +31.4% |
| 1Y | +43.4% | +4.9% | +38.4% | +41.0% |
| 3Y | +29.1% | +47.9% | -18.8% | +14.0% |
| 5Y | +15.0% | +75.7% | -60.7% | -3.6% |
| All | +229.6% | +177.2% | +52.5% | +146.5% |
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