+1,643.5%
SMCI vs KDP
+173.3%
+1,470.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.6% |
| 7D | -1.3% | -4.3% | +3.0% | -0.5% |
| 30D | +18.3% | +7.8% | +10.5% | +16.7% |
| 3M | +27.7% | -0.1% | +27.8% | +27.2% |
| 6M | +17.6% | +14.0% | +3.6% | +13.8% |
| YTD | +27.7% | +15.1% | +12.6% | +23.1% |
| 1Y | -14.9% | +18.5% | -33.4% | -18.7% |
| 3Y | +33.2% | +2.9% | +30.3% | +27.5% |
| 5Y | +921.6% | +3.0% | +918.6% | +869.4% |
| All | +1,643.5% | +173.3% | +1,470.2% | +1,211.8% |
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