+33.5%
KDP vs SO
+53.1%
-19.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.5% |
| 3M | +32.0% | +2.9% | +29.1% | +30.5% |
| 6M | +35.2% | +2.5% | +32.7% | +33.8% |
| YTD | +40.9% | +10.3% | +30.6% | +35.6% |
| 1Y | +47.7% | +6.4% | +41.3% | +44.0% |
| All | +33.5% | +53.1% | -19.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling