+2,136.4%
SHW vs KDP
+1,132.0%
+1,004.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | -9.5% | +6.0% | -15.5% | -11.4% |
| 3M | +11.5% | +9.2% | +2.3% | +7.9% |
| 6M | -3.5% | +14.7% | -18.2% | -8.4% |
| YTD | +3.7% | +19.2% | -15.5% | -2.9% |
| 1Y | -7.9% | +15.2% | -23.1% | -13.2% |
| 3Y | +24.7% | +6.0% | +18.7% | +19.4% |
| 5Y | +13.6% | +5.4% | +8.2% | +9.0% |
| 10Y | +283.0% | +171.9% | +111.1% | +167.6% |
| All | +2,136.4% | +1,132.0% | +1,004.4% | +860.9% |
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