+247.9%
KDP vs SONY
+373.2%
-125.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +9.7% | +11.1% | -1.4% | +8.1% |
| 3M | +17.6% | +14.7% | +3.0% | +15.3% |
| 6M | +25.8% | +18.8% | +7.0% | +22.5% |
| YTD | +33.9% | +5.7% | +28.1% | +32.3% |
| 1Y | +38.9% | -8.1% | +46.9% | +40.0% |
| 3Y | +26.8% | +64.0% | -37.2% | +15.7% |
| 5Y | +16.3% | +12.6% | +3.7% | +12.1% |
| All | +247.9% | +373.2% | -125.3% | +162.0% |
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