+214.8%
SAP vs KDP
+231.8%
-17.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | +11.1% | +19.9% | -8.8% | +6.2% |
| 3M | +17.0% | +21.5% | -4.4% | +11.3% |
| 6M | +34.8% | +30.1% | +4.7% | +26.0% |
| YTD | -2.2% | +34.9% | -37.2% | -9.8% |
| 1Y | -6.4% | +43.4% | -49.8% | -15.1% |
| 3Y | +75.1% | +29.1% | +46.1% | +60.9% |
| 5Y | +69.8% | +15.0% | +54.8% | +60.9% |
| All | +214.8% | +231.8% | -17.0% | +154.3% |
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