+38.9%
KDP vs SRE
-11.2%
+50.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.8% | +1.8% | -2.5% | -1.2% |
| 30D | +9.7% | -3.0% | +12.7% | +10.3% |
| 3M | +17.6% | -7.3% | +24.9% | +19.4% |
| 6M | +25.8% | -11.9% | +37.7% | +29.3% |
| YTD | +33.9% | -7.9% | +41.7% | +35.6% |
| 1Y | +38.9% | -11.1% | +50.0% | +41.1% |
| All | +38.9% | -11.2% | +50.0% | +41.1% |
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