+19.7%
KDP vs SWKS
-41.6%
+61.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | -3.1% | +11.4% | +8.4% |
| 30D | +18.4% | +8.3% | +10.0% | +17.5% |
| 3M | +29.2% | +20.2% | +9.0% | +26.7% |
| 6M | +32.3% | +24.9% | +7.3% | +28.4% |
| YTD | +38.5% | +33.2% | +5.3% | +33.2% |
| 1Y | +48.5% | +23.6% | +24.9% | +43.8% |
| 3Y | +32.5% | +1.3% | +31.2% | +27.1% |
| 5Y | +19.7% | -40.6% | +60.3% | +20.3% |
| All | +19.7% | -41.6% | +61.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling