-13.6%
SKDD vs COMP
-15.2%
+1.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.7% | +2.6% | +7.3% |
| 7D | +28.7% | +9.5% | +19.2% | +24.0% |
| 30D | +54.1% | +8.1% | +46.0% | +50.9% |
| 3M | -22.7% | -16.3% | -6.4% | -15.8% |
| All | -13.6% | -15.2% | +1.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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