+17.0%
KDP vs SO
+75.0%
-58.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.8% |
| 30D | +19.9% | +8.1% | +11.9% | +16.4% |
| 3M | +21.5% | +0.2% | +21.3% | +21.3% |
| 6M | +30.1% | +0.4% | +29.7% | +29.8% |
| YTD | +34.9% | +8.5% | +26.4% | +30.4% |
| 1Y | +43.4% | +4.9% | +38.4% | +40.3% |
| 3Y | +29.1% | +47.9% | -18.8% | +9.5% |
| All | +17.0% | +75.0% | -58.0% | -10.8% |
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 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