+16.2%
KDP vs SW
-0.1%
+16.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +5.7% |
| 7D | +5.3% | +12.1% | -6.7% | +4.6% |
| 30D | +19.1% | +6.6% | +12.5% | +18.6% |
| 3M | +19.2% | -6.0% | +25.2% | +19.5% |
| 6M | +29.3% | +21.5% | +7.8% | +27.8% |
| YTD | +35.5% | +20.3% | +15.2% | +34.0% |
| 1Y | +43.5% | +28.1% | +15.3% | +41.4% |
| 3Y | +29.0% | +51.6% | -22.6% | +26.5% |
| 5Y | +16.2% | -0.1% | +16.4% | +10.9% |
| All | +16.2% | -0.1% | +16.4% | +10.9% |
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