+11.1%
SKDD vs MKC
-5.2%
+16.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -0.8% | +29.4% | +30.2% |
| 7D | +60.6% | +7.0% | +53.6% | +39.8% |
| 30D | +76.2% | +11.4% | +64.8% | +48.9% |
| 3M | -4.6% | -3.7% | -0.9% | +5.3% |
| All | +11.1% | -5.2% | +16.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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