+356.5%
SHW vs KDP
+235.7%
+120.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +12.1% | +16.3% | -4.2% | +6.0% |
| 3M | -3.0% | +24.0% | -27.0% | -10.5% |
| 6M | +13.5% | +30.0% | -16.4% | +2.8% |
| YTD | +11.2% | +36.1% | -24.8% | -1.4% |
| 1Y | +6.2% | +46.8% | -40.6% | -8.6% |
| 3Y | +45.6% | +30.5% | +15.2% | +28.4% |
| 5Y | +15.6% | +17.9% | -2.3% | +6.3% |
| 10Y | +356.5% | +239.3% | +117.2% | +243.0% |
| All | +356.5% | +235.7% | +120.8% | +243.0% |
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