+286.7%
SMH vs KDP
+6.5%
+280.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | +2.1% | +3.2% | +5.4% |
| 30D | -1.5% | +8.5% | -10.0% | -1.0% |
| 3M | -4.1% | +6.6% | -10.7% | -3.8% |
| 6M | +50.8% | +17.1% | +33.7% | +51.2% |
| YTD | +59.3% | +19.0% | +40.3% | +60.1% |
| 1Y | +94.1% | +21.8% | +72.3% | +95.0% |
| 3Y | +286.7% | +6.4% | +280.3% | +298.8% |
| All | +286.7% | +6.5% | +280.2% | +298.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling