+576.2%
SAP vs KDP
+1,304.6%
-728.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +4.0% | +4.5% | -0.5% | +2.6% |
| 30D | +15.7% | +18.5% | -2.8% | +9.7% |
| 3M | +23.4% | +20.8% | +2.6% | +16.1% |
| 6M | +41.3% | +29.4% | +11.9% | +29.9% |
| YTD | +2.0% | +35.9% | -33.9% | -8.2% |
| 1Y | -5.1% | +42.5% | -47.6% | -15.9% |
| 3Y | +82.1% | +29.4% | +52.8% | +63.5% |
| 5Y | +77.2% | +15.8% | +61.4% | +64.1% |
| 10Y | +233.6% | +236.5% | -2.8% | +108.5% |
| All | +576.2% | +1,304.6% | -728.5% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling