+41.6%
SMH vs KDP
+39.5%
+2.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -2.4% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -13.8% | +9.7% | -23.5% | -11.6% |
| 3M | -17.4% | +17.6% | -35.0% | -14.0% |
| 6M | -15.0% | +25.8% | -40.7% | -11.7% |
| YTD | +35.2% | +33.9% | +1.3% | +42.4% |
| 1Y | +41.6% | +38.9% | +2.7% | +52.6% |
| All | +41.6% | +39.5% | +2.1% | +52.6% |
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