-37.6%
SMCI vs KDP
+41.3%
-78.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.9% | -11.6% | -3.4% |
| 7D | -17.3% | +5.3% | -22.7% | -15.4% |
| 30D | -31.5% | +19.1% | -50.6% | -27.4% |
| 3M | -6.6% | +19.2% | -25.7% | -1.7% |
| 6M | +6.0% | +29.3% | -23.3% | +12.1% |
| YTD | +1.1% | +35.5% | -34.4% | +6.0% |
| 1Y | -37.6% | +43.5% | -81.0% | -36.0% |
| All | -37.6% | +41.3% | -78.9% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling