-48.1%
SMR vs KDP
+11.3%
-59.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -3.8% |
| 7D | -2.8% | +8.2% | -11.0% | -1.9% |
| 30D | -27.5% | +18.4% | -45.9% | -26.2% |
| 3M | -43.1% | +29.2% | -72.4% | -41.6% |
| 6M | -58.4% | +32.3% | -90.7% | -57.2% |
| YTD | -63.2% | +38.5% | -101.6% | -62.1% |
| 1Y | -81.6% | +48.5% | -130.1% | -81.1% |
| 3Y | +149.8% | +32.5% | +117.3% | +146.6% |
| All | -48.1% | +11.3% | -59.4% | -49.1% |
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