+6.8%
KDP vs SW
-2.3%
+9.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | +1.3% | -5.1% | +6.4% | +1.6% |
| 30D | +6.0% | -4.6% | +10.6% | +6.2% |
| 3M | +9.2% | +9.4% | -0.2% | +8.6% |
| 6M | +14.7% | +3.5% | +11.2% | +14.2% |
| YTD | +19.2% | +22.0% | -2.8% | +17.8% |
| 1Y | +15.2% | +2.2% | +13.0% | +14.5% |
| 3Y | +6.0% | +19.6% | -13.6% | +4.2% |
| All | +6.8% | -2.3% | +9.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling