+278.3%
SHW vs KDP
+175.4%
+102.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -1.2% | +2.1% | -3.2% | -1.9% |
| 30D | -11.6% | +8.5% | -20.1% | -14.3% |
| 3M | +9.1% | +6.6% | +2.5% | +6.3% |
| 6M | -0.7% | +17.1% | -17.7% | -6.7% |
| YTD | +1.4% | +19.0% | -17.7% | -5.6% |
| 1Y | -12.3% | +21.8% | -34.0% | -19.4% |
| 3Y | +23.4% | +6.4% | +16.9% | +17.4% |
| 5Y | +15.0% | +5.1% | +9.9% | +10.2% |
| 10Y | +278.3% | +175.8% | +102.4% | +199.1% |
| All | +278.3% | +175.4% | +102.9% | +199.1% |
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 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