+945.5%
SMCI vs KDP
+247.6%
+697.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -6.6% | -0.8% | -5.8% | -6.3% |
| 30D | -24.9% | +9.7% | -34.6% | -26.1% |
| 3M | -31.4% | +17.6% | -49.0% | -33.4% |
| 6M | -16.0% | +25.8% | -41.8% | -20.0% |
| YTD | -8.2% | +33.9% | -42.1% | -13.9% |
| 1Y | -23.4% | +38.9% | -62.3% | -28.7% |
| 3Y | +5.0% | +26.8% | -21.7% | -3.9% |
| 5Y | +515.0% | +16.3% | +498.7% | +475.1% |
| All | +945.5% | +247.6% | +697.9% | +683.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling