+1,278.3%
KDP vs SRE
+380.3%
+898.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +2.2% | -9.2% | +11.4% | +5.7% |
| 30D | +19.9% | -1.9% | +21.8% | +20.6% |
| 3M | +21.5% | -6.5% | +28.0% | +24.2% |
| 6M | +30.1% | -15.2% | +45.4% | +37.5% |
| YTD | +34.9% | -9.5% | +44.4% | +39.0% |
| 1Y | +43.4% | -13.2% | +56.6% | +49.8% |
| 3Y | +29.1% | +19.5% | +9.6% | +16.2% |
| 5Y | +15.0% | +43.6% | -28.6% | -4.9% |
| 10Y | +234.1% | +109.9% | +124.2% | +120.6% |
| All | +1,278.3% | +380.3% | +898.1% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling