+3,674.9%
SMH vs KDP
+1,356.4%
+2,318.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.1% | +4.3% |
| 7D | +0.5% | +4.0% | -3.4% | -0.7% |
| 30D | -14.2% | +16.8% | -31.0% | -18.6% |
| 3M | -11.5% | +32.0% | -43.5% | -19.6% |
| 6M | -12.0% | +35.2% | -47.2% | -21.3% |
| YTD | +40.8% | +40.9% | -0.1% | +23.5% |
| 1Y | +44.9% | +47.7% | -2.8% | +24.9% |
| 3Y | +226.7% | +34.8% | +191.9% | +182.6% |
| 5Y | +250.6% | +22.6% | +228.0% | +213.1% |
| 10Y | +1,523.4% | +266.4% | +1,257.0% | +822.5% |
| All | +3,674.9% | +1,356.4% | +2,318.5% | +1,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling