+1,339.3%
KDP vs SRE
+380.6%
+958.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -5.6% | +9.6% | +6.1% |
| 30D | +16.8% | -4.5% | +21.3% | +18.6% |
| 3M | +32.0% | -7.7% | +39.8% | +35.6% |
| 6M | +35.2% | -14.4% | +49.6% | +42.4% |
| YTD | +40.9% | -9.4% | +50.3% | +45.1% |
| 1Y | +47.7% | -13.8% | +61.5% | +54.7% |
| 3Y | +34.8% | +22.2% | +12.6% | +20.3% |
| 5Y | +22.6% | +50.5% | -27.8% | -0.4% |
| 10Y | +266.4% | +124.1% | +142.3% | +134.6% |
| All | +1,339.3% | +380.6% | +958.7% | +473.2% |
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