+20.1%
KDP vs SRE
+10.5%
+9.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.6% | +1.5% | -3.0% | -1.9% |
| 30D | +9.5% | +0.8% | +8.7% | +9.1% |
| 3M | +2.6% | -5.8% | +8.4% | +4.0% |
| 6M | +15.6% | -7.8% | +23.4% | +17.6% |
| YTD | +17.3% | -2.4% | +19.7% | +17.8% |
| 1Y | +20.1% | +8.9% | +11.2% | +11.7% |
| All | +20.1% | +10.5% | +9.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling