+1,284.4%
KDP vs SWKS
+1,140.7%
+143.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.9% | +8.8% | +6.3% |
| 7D | +5.3% | -4.9% | +10.3% | +5.9% |
| 30D | +19.1% | -1.2% | +20.3% | +19.1% |
| 3M | +19.2% | +24.2% | -5.0% | +15.2% |
| 6M | +29.3% | +21.5% | +7.8% | +24.3% |
| YTD | +35.5% | +33.5% | +2.0% | +28.3% |
| 1Y | +43.5% | +18.9% | +24.6% | +37.8% |
| 3Y | +29.0% | +0.4% | +28.6% | +23.4% |
| 5Y | +16.2% | -44.3% | +60.5% | +18.6% |
| 10Y | +235.5% | +37.1% | +198.4% | +190.0% |
| All | +1,284.4% | +1,140.7% | +143.7% | +609.4% |
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 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