+3.1%
SGOV vs KDP
+41.3%
-38.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | 0.0% |
| 7D | -0.2% | +5.3% | -5.6% | -0.2% |
| 30D | 0.0% | +19.1% | -19.1% | 0.0% |
| 3M | +0.3% | +19.2% | -18.8% | +0.3% |
| 6M | +1.2% | +29.3% | -28.0% | +1.3% |
| YTD | +2.5% | +35.5% | -33.1% | +2.5% |
| 1Y | +3.1% | +43.5% | -40.4% | +3.1% |
| All | +3.1% | +41.3% | -38.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling