-13.6%
SKDD vs A
+32.5%
-46.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +11.0% |
| 7D | +28.7% | -2.4% | +31.1% | +27.2% |
| 30D | +54.1% | +3.6% | +50.5% | +54.8% |
| 3M | -22.7% | +27.5% | -50.2% | -24.2% |
| All | -13.6% | +32.5% | -46.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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 · Available span rolling