+19.7%
KDP vs SONY
+12.1%
+7.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +8.2% | +5.2% | +3.0% | +7.6% |
| 30D | +18.4% | +10.7% | +7.6% | +17.2% |
| 3M | +29.2% | +12.1% | +17.1% | +27.8% |
| 6M | +32.3% | +32.6% | -0.3% | +28.7% |
| YTD | +38.5% | +4.3% | +34.1% | +37.5% |
| 1Y | +48.5% | -4.5% | +53.0% | +48.6% |
| 3Y | +32.5% | +56.9% | -24.4% | +26.3% |
| 5Y | +19.7% | +12.5% | +7.2% | +18.4% |
| All | +19.7% | +12.1% | +7.6% | +18.4% |
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