+232.0%
KDP vs SW
+185.4%
+46.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +4.5% | +4.7% | -0.2% | +4.4% |
| 30D | +18.5% | +5.0% | +13.5% | +18.3% |
| 3M | +20.8% | -7.3% | +28.2% | +21.0% |
| 6M | +29.4% | +15.0% | +14.4% | +28.9% |
| YTD | +35.9% | +18.5% | +17.4% | +35.3% |
| 1Y | +42.5% | +27.1% | +15.3% | +41.7% |
| 3Y | +29.4% | +49.3% | -19.9% | +28.8% |
| 5Y | +15.8% | -1.6% | +17.4% | +14.7% |
| All | +232.0% | +185.4% | +46.6% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling