+175.4%
KDP vs SONY
+285.5%
-110.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -1.6% | -4.9% | +3.3% | -0.9% |
| 30D | +9.5% | -1.6% | +11.1% | +9.7% |
| 3M | +2.6% | +10.0% | -7.4% | +1.1% |
| 6M | +15.6% | +8.4% | +7.2% | +13.9% |
| YTD | +17.3% | -8.4% | +25.8% | +18.4% |
| 1Y | +20.1% | -18.4% | +38.5% | +23.0% |
| 3Y | +4.9% | +41.0% | -36.1% | -2.4% |
| 5Y | +5.0% | +9.3% | -4.3% | +0.9% |
| All | +175.4% | +285.5% | -110.1% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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