+1,117.5%
KDP vs SRE
+412.0%
+705.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +6.0% | -0.7% | +6.7% | +6.1% |
| 3M | +9.2% | -6.3% | +15.5% | +11.6% |
| 6M | +14.7% | -10.7% | +25.3% | +19.1% |
| YTD | +19.2% | -3.5% | +22.7% | +20.1% |
| 1Y | +15.2% | +5.3% | +9.9% | +12.2% |
| 3Y | +6.0% | +31.8% | -25.8% | -8.0% |
| 5Y | +5.4% | +47.4% | -41.9% | -13.4% |
| 10Y | +171.9% | +120.6% | +51.3% | +76.5% |
| All | +1,117.5% | +412.0% | +705.5% | +374.6% |
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