+240.5%
SMH vs KDP
+19.7%
+220.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.9% |
| 7D | -6.7% | +8.2% | -14.9% | -7.2% |
| 30D | -19.8% | +18.4% | -38.2% | -21.0% |
| 3M | -15.1% | +29.2% | -44.3% | -17.2% |
| 6M | -14.6% | +32.3% | -46.9% | -17.7% |
| YTD | +34.3% | +38.5% | -4.2% | +28.2% |
| 1Y | +35.2% | +48.5% | -13.3% | +27.3% |
| 3Y | +211.7% | +32.5% | +179.2% | +189.4% |
| 5Y | +240.5% | +19.7% | +220.8% | +239.5% |
| All | +240.5% | +19.7% | +220.8% | +239.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling