+1,117.5%
KDP vs SWKS
+1,007.5%
+110.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.3% |
| 7D | +1.3% | +12.5% | -11.2% | -0.3% |
| 30D | +6.0% | +10.5% | -4.5% | +4.6% |
| 3M | +9.2% | -7.4% | +16.6% | +9.8% |
| 6M | +14.7% | +32.7% | -18.0% | +9.4% |
| YTD | +19.2% | +19.2% | 0.0% | +15.1% |
| 1Y | +15.2% | +2.4% | +12.8% | +13.2% |
| 3Y | +6.0% | -25.6% | +31.6% | +6.1% |
| 5Y | +5.4% | -53.4% | +58.8% | +10.7% |
| 10Y | +171.9% | +23.2% | +148.7% | +139.3% |
| All | +1,117.5% | +1,007.5% | +110.0% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling