+229.6%
KDP vs SWKS
+33.1%
+196.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +2.2% | -6.2% | +8.4% | +3.0% |
| 30D | +19.9% | -1.5% | +21.4% | +20.0% |
| 3M | +21.5% | +23.0% | -1.5% | +17.4% |
| 6M | +30.1% | +27.6% | +2.5% | +24.1% |
| YTD | +34.9% | +32.3% | +2.6% | +27.5% |
| 1Y | +43.4% | +20.1% | +23.3% | +37.2% |
| 3Y | +29.1% | +0.6% | +28.4% | +22.7% |
| 5Y | +15.0% | -42.3% | +57.3% | +17.9% |
| All | +229.6% | +33.1% | +196.5% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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