+42.5%
KDP vs SW
+25.8%
+16.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +4.5% | +4.7% | -0.2% | +3.8% |
| 30D | +18.5% | +5.0% | +13.5% | +17.6% |
| 3M | +20.8% | -7.3% | +28.2% | +21.9% |
| 6M | +29.4% | +15.0% | +14.4% | +27.0% |
| YTD | +35.9% | +18.5% | +17.4% | +33.2% |
| 1Y | +42.5% | +27.1% | +15.3% | +38.3% |
| All | +42.5% | +25.8% | +16.7% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling