-85.6%
SMR vs KDP
+41.3%
-126.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -2.6% |
| 7D | -9.5% | +5.3% | -14.8% | -7.9% |
| 30D | -33.2% | +19.1% | -52.3% | -29.5% |
| 3M | -45.9% | +19.2% | -65.1% | -43.0% |
| 6M | -57.9% | +29.3% | -87.2% | -54.3% |
| YTD | -63.8% | +35.5% | -99.3% | -59.8% |
| 1Y | -85.6% | +43.5% | -129.1% | -84.8% |
| All | -85.6% | +41.3% | -126.9% | -84.8% |
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 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