+5.1%
KDP vs SRE
+51.2%
-46.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +2.1% | +1.4% | +0.6% | +1.7% |
| 30D | +8.5% | +1.9% | +6.6% | +7.8% |
| 3M | +6.6% | -3.3% | +9.9% | +7.4% |
| 6M | +17.1% | -6.4% | +23.5% | +18.9% |
| YTD | +19.0% | -1.8% | +20.9% | +19.2% |
| 1Y | +21.8% | +10.7% | +11.0% | +17.8% |
| 3Y | +6.4% | +31.8% | -25.3% | -6.3% |
| 5Y | +5.1% | +49.2% | -44.1% | -14.5% |
| All | +5.1% | +51.2% | -46.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling