+339.4%
SMH vs KDP
+6.3%
+333.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | +2.1% | +3.2% | +5.0% |
| 30D | -1.5% | +8.5% | -10.0% | -2.5% |
| 3M | -4.1% | +6.6% | -10.7% | -5.2% |
| 6M | +50.8% | +17.1% | +33.7% | +46.4% |
| YTD | +59.3% | +19.0% | +40.3% | +54.1% |
| 1Y | +94.1% | +21.8% | +72.3% | +86.4% |
| 3Y | +286.7% | +6.4% | +280.3% | +276.4% |
| 5Y | +339.4% | +5.1% | +334.3% | +339.4% |
| All | +339.4% | +6.3% | +333.2% | +339.4% |
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