+5.1%
KDP vs SONY
+11.4%
-6.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.3% |
| 7D | +2.1% | -5.2% | +7.2% | +2.6% |
| 30D | +8.5% | +0.3% | +8.2% | +8.4% |
| 3M | +6.6% | +6.2% | +0.4% | +5.9% |
| 6M | +17.1% | +9.5% | +7.5% | +15.9% |
| YTD | +19.0% | -8.1% | +27.1% | +19.7% |
| 1Y | +21.8% | -17.9% | +39.7% | +23.6% |
| 3Y | +6.4% | +41.5% | -35.1% | +2.2% |
| 5Y | +5.1% | +11.8% | -6.7% | +3.2% |
| All | +5.1% | +11.4% | -6.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling