+29.4%
KDP vs SRE
+21.4%
+8.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +2.2% | -9.2% | +11.4% | +3.9% |
| 30D | +19.9% | -1.9% | +21.8% | +20.2% |
| 3M | +21.5% | -6.5% | +28.0% | +22.8% |
| 6M | +30.1% | -15.2% | +45.4% | +33.8% |
| YTD | +34.9% | -9.5% | +44.4% | +37.1% |
| 1Y | +43.4% | -13.2% | +56.6% | +46.6% |
| All | +29.4% | +21.4% | +8.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling