-13.6%
SKDD vs MKTX
+46.1%
-59.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.3% |
| 7D | +28.7% | +0.5% | +28.2% | +29.2% |
| 30D | +54.1% | +1.0% | +53.1% | +55.2% |
| 3M | -22.7% | +2.5% | -25.2% | -20.9% |
| All | -13.6% | +46.1% | -59.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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