+266.4%
KDP vs SO
+195.2%
+71.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +16.8% | +7.8% | +9.0% | +14.1% |
| 3M | +32.0% | +2.9% | +29.1% | +30.8% |
| 6M | +35.2% | +2.5% | +32.7% | +34.1% |
| YTD | +40.9% | +10.3% | +30.6% | +36.6% |
| 1Y | +47.7% | +6.4% | +41.3% | +44.6% |
| 3Y | +34.8% | +52.8% | -18.0% | +18.1% |
| 5Y | +22.6% | +78.7% | -56.0% | +2.5% |
| 10Y | +266.4% | +196.3% | +70.1% | +162.8% |
| All | +266.4% | +195.2% | +71.2% | +162.8% |
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