+229.3%
SAP vs KDP
+264.7%
-35.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -2.5% | +4.0% | -6.4% | -3.4% |
| 30D | +7.5% | +16.8% | -9.3% | +3.3% |
| 3M | +11.6% | +32.0% | -20.4% | +4.1% |
| 6M | +37.6% | +35.2% | +2.5% | +27.4% |
| YTD | -2.0% | +40.9% | -42.9% | -10.5% |
| 1Y | -6.4% | +47.7% | -54.0% | -15.7% |
| 3Y | +67.7% | +34.8% | +32.9% | +52.4% |
| 5Y | +75.7% | +22.6% | +53.1% | +63.8% |
| 10Y | +229.3% | +266.4% | -37.1% | +157.0% |
| All | +229.3% | +264.7% | -35.4% | +157.0% |
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