+154.6%
SBUX vs KDP
+248.3%
-93.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | +4.9% | +8.2% | -3.3% | +2.1% |
| 30D | +21.2% | +18.4% | +2.8% | +14.2% |
| 3M | +5.7% | +29.2% | -23.6% | -3.6% |
| 6M | +6.0% | +32.3% | -26.3% | -4.3% |
| YTD | +32.9% | +38.5% | -5.5% | +17.6% |
| 1Y | +33.3% | +48.5% | -15.2% | +14.9% |
| 3Y | +13.0% | +32.5% | -19.4% | +0.2% |
| 5Y | +8.8% | +19.7% | -10.8% | -0.2% |
| 10Y | +154.6% | +256.4% | -101.8% | +89.4% |
| All | +154.6% | +248.3% | -93.7% | +89.4% |
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