+1,117.5%
KDP vs SONY
+201.7%
+915.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.3% | -1.2% | +2.4% | +1.5% |
| 30D | +6.0% | +9.4% | -3.5% | +4.2% |
| 3M | +9.2% | +10.5% | -1.3% | +7.0% |
| 6M | +14.7% | +11.7% | +3.0% | +11.9% |
| YTD | +19.2% | -4.1% | +23.3% | +19.5% |
| 1Y | +15.2% | -11.8% | +27.0% | +16.9% |
| 3Y | +6.0% | +45.9% | -39.9% | -3.6% |
| 5Y | +5.4% | +16.3% | -10.9% | -1.3% |
| 10Y | +171.9% | +297.6% | -125.7% | +92.0% |
| All | +1,117.5% | +201.7% | +915.8% | +655.7% |
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