+224.0%
SAP vs KDP
+248.3%
-24.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | +1.5% | +8.2% | -6.7% | -0.5% |
| 30D | +8.8% | +18.4% | -9.5% | +4.3% |
| 3M | +12.1% | +29.2% | -17.1% | +5.0% |
| 6M | +34.6% | +32.3% | +2.3% | +25.3% |
| YTD | -2.1% | +38.5% | -40.6% | -10.3% |
| 1Y | -5.5% | +48.5% | -54.0% | -15.1% |
| 3Y | +67.4% | +32.5% | +35.0% | +52.8% |
| 5Y | +74.6% | +19.7% | +54.9% | +63.7% |
| 10Y | +224.0% | +256.4% | -32.4% | +153.9% |
| All | +224.0% | +248.3% | -24.2% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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