+1,685.9%
SBUX vs KDP
+1,132.0%
+553.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -3.1% | +1.3% | -4.4% | -3.7% |
| 30D | -0.9% | +6.0% | -6.9% | -3.5% |
| 3M | +11.6% | +9.2% | +2.4% | +7.0% |
| 6M | +8.8% | +14.7% | -5.9% | +1.7% |
| YTD | +26.3% | +19.2% | +7.1% | +15.8% |
| 1Y | +23.1% | +15.2% | +8.0% | +14.1% |
| 3Y | +15.0% | +6.0% | +9.0% | +8.8% |
| 5Y | +0.4% | +5.4% | -5.1% | -5.6% |
| 10Y | +130.7% | +171.9% | -41.2% | +32.8% |
| All | +1,685.9% | +1,132.0% | +553.9% | +291.5% |
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