+1,267.4%
KDP vs SU
+92.8%
+1,174.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | +9.7% | -7.9% | +17.6% | +10.9% |
| 3M | +17.6% | +7.5% | +10.1% | +16.0% |
| 6M | +25.8% | +7.2% | +18.6% | +23.8% |
| YTD | +33.9% | +60.9% | -27.0% | +23.6% |
| 1Y | +38.9% | +63.6% | -24.8% | +27.8% |
| 3Y | +26.8% | +128.9% | -102.1% | +9.4% |
| 5Y | +16.3% | +228.3% | -211.9% | -7.7% |
| 10Y | +248.1% | +240.6% | +7.6% | +157.2% |
| All | +1,267.4% | +92.8% | +1,174.7% | +791.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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