+7.0%
SHW vs KDP
+41.3%
-34.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.9% | +0.7% | +4.2% |
| 7D | +13.3% | +5.3% | +8.0% | +11.1% |
| 30D | +14.1% | +19.1% | -5.0% | +7.5% |
| 3M | +0.8% | +19.2% | -18.4% | -5.1% |
| 6M | +17.6% | +29.3% | -11.6% | +8.6% |
| YTD | +13.0% | +35.5% | -22.5% | +3.9% |
| 1Y | +7.0% | +43.5% | -36.5% | -0.7% |
| All | +7.0% | +41.3% | -34.3% | -0.7% |
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