+1,232.8%
KDP vs SONY
+227.4%
+1,005.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.5% |
| 7D | -4.0% | -3.2% | -0.8% | -3.4% |
| 30D | +8.5% | +9.6% | -1.1% | +6.6% |
| 3M | +20.7% | +13.3% | +7.4% | +17.9% |
| 6M | +23.2% | +20.3% | +2.9% | +18.7% |
| YTD | +30.5% | +4.1% | +26.3% | +28.8% |
| 1Y | +35.9% | -11.9% | +47.8% | +38.1% |
| 3Y | +24.8% | +56.6% | -31.8% | +12.2% |
| 5Y | +13.4% | +10.9% | +2.5% | +7.4% |
| 10Y | +239.3% | +366.6% | -127.3% | +132.3% |
| All | +1,232.8% | +227.4% | +1,005.4% | +714.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling