-53.7%
SMR vs KDP
+7.6%
-61.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.1% |
| 7D | -8.3% | -0.8% | -7.5% | -8.2% |
| 30D | -20.1% | +9.7% | -29.8% | -19.2% |
| 3M | -52.7% | +17.6% | -70.3% | -51.8% |
| 6M | -61.0% | +25.8% | -86.8% | -60.1% |
| YTD | -67.1% | +33.9% | -101.0% | -66.2% |
| 1Y | -79.9% | +38.9% | -118.8% | -79.3% |
| 3Y | +101.7% | +26.8% | +74.9% | +99.0% |
| All | -53.7% | +7.6% | -61.3% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling