+56.4%
SAP vs KDP
+6.0%
+50.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +9.0% | +6.0% | +3.0% | +7.5% |
| 3M | +14.9% | +9.2% | +5.8% | +12.8% |
| 6M | +11.9% | +14.7% | -2.8% | +8.6% |
| YTD | -9.9% | +19.2% | -29.1% | -13.6% |
| 1Y | -19.5% | +15.2% | -34.7% | -22.3% |
| 3Y | +61.8% | +6.0% | +55.8% | +58.3% |
| All | +56.4% | +6.0% | +50.4% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling