+5.5%
SHW vs KDP
+46.6%
-41.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | +12.1% | +16.3% | -4.2% | +6.2% |
| 3M | -3.0% | +24.0% | -27.0% | -10.0% |
| 6M | +13.5% | +30.0% | -16.4% | +4.3% |
| YTD | +11.2% | +36.1% | -24.8% | +1.7% |
| All | +5.5% | +46.6% | -41.1% | -3.2% |
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