+2,206.1%
SHW vs KDP
+1,294.7%
+911.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +3.5% | +2.2% | +1.3% | +2.7% |
| 30D | +9.2% | +19.9% | -10.7% | +2.7% |
| 3M | -5.1% | +21.5% | -26.6% | -11.3% |
| 6M | +6.8% | +30.1% | -23.3% | -2.6% |
| YTD | +7.0% | +34.9% | -28.0% | -4.0% |
| 1Y | +4.1% | +43.4% | -39.3% | -8.6% |
| 3Y | +41.1% | +29.1% | +12.0% | +26.3% |
| 5Y | +12.9% | +15.0% | -2.1% | +5.3% |
| 10Y | +366.3% | +234.1% | +132.3% | +204.4% |
| All | +2,206.1% | +1,294.7% | +911.3% | +849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling