+239.1%
KDP vs SWKS
+49.5%
+189.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.7% | -10.1% | -7.7% |
| 7D | -4.0% | +10.9% | -14.8% | -5.3% |
| 30D | +8.5% | +17.6% | -9.1% | +6.1% |
| 3M | +20.7% | +29.2% | -8.5% | +16.0% |
| 6M | +23.2% | +37.0% | -13.8% | +16.5% |
| YTD | +30.5% | +44.9% | -14.5% | +21.8% |
| 1Y | +35.9% | +33.8% | +2.1% | +28.2% |
| 3Y | +24.8% | +10.2% | +14.6% | +17.3% |
| 5Y | +13.4% | -37.0% | +50.4% | +15.0% |
| All | +239.1% | +49.5% | +189.6% | +177.4% |
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