+12.2%
SHW vs KDP
+14.9%
-2.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +3.5% | +2.2% | +1.3% | +2.6% |
| 30D | +9.2% | +19.9% | -10.7% | +1.9% |
| 3M | -5.1% | +21.5% | -26.6% | -12.0% |
| 6M | +6.8% | +30.1% | -23.3% | -3.6% |
| YTD | +7.0% | +34.9% | -28.0% | -5.2% |
| 1Y | +4.1% | +43.4% | -39.3% | -10.0% |
| 3Y | +41.1% | +29.1% | +12.0% | +22.4% |
| All | +12.2% | +14.9% | -2.7% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling