+1,288.1%
KDP vs SWKS
+1,115.1%
+173.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.5% |
| 7D | +4.5% | -9.2% | +13.7% | +5.7% |
| 30D | +18.5% | -1.9% | +20.4% | +18.6% |
| 3M | +20.8% | +21.2% | -0.4% | +17.2% |
| 6M | +29.4% | +12.9% | +16.5% | +25.7% |
| YTD | +35.9% | +30.7% | +5.2% | +29.0% |
| 1Y | +42.5% | +14.1% | +28.3% | +37.6% |
| 3Y | +29.4% | -1.7% | +31.1% | +24.1% |
| 5Y | +15.8% | -43.0% | +58.8% | +17.7% |
| 10Y | +236.5% | +34.3% | +202.1% | +191.5% |
| All | +1,288.1% | +1,115.1% | +173.0% | +613.2% |
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