+1,223.4%
KDP vs SW
+755.0%
+468.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +1.3% | -5.1% | +6.4% | +1.4% |
| 30D | +6.0% | -4.6% | +10.6% | +6.1% |
| 3M | +9.2% | +9.4% | -0.2% | +9.0% |
| 6M | +14.7% | +3.5% | +11.2% | +14.5% |
| YTD | +19.2% | +22.0% | -2.8% | +18.7% |
| 1Y | +15.2% | +2.2% | +13.0% | +14.9% |
| 3Y | +6.0% | +19.6% | -13.6% | +5.3% |
| 5Y | +5.4% | -2.3% | +7.8% | +4.6% |
| 10Y | +171.9% | +181.4% | -9.5% | +166.5% |
| All | +1,223.4% | +755.0% | +468.4% | +1,171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling