+13.4%
KDP vs SO
+76.6%
-63.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -6.8% |
| 7D | -4.0% | -0.9% | -3.1% | -3.6% |
| 30D | +8.5% | +4.9% | +3.5% | +6.5% |
| 3M | +20.7% | +0.8% | +19.9% | +20.3% |
| 6M | +23.2% | +0.6% | +22.6% | +22.9% |
| YTD | +30.5% | +8.7% | +21.8% | +26.1% |
| 1Y | +35.9% | +4.0% | +31.9% | +33.5% |
| 3Y | +24.8% | +50.6% | -25.8% | +5.2% |
| 5Y | +13.4% | +77.5% | -64.1% | -14.2% |
| All | +13.4% | +76.6% | -63.2% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling