-81.6%
SMR vs KDP
+49.2%
-130.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -3.4% |
| 7D | -2.8% | +8.2% | -11.0% | +0.2% |
| 30D | -27.5% | +18.4% | -45.9% | -22.7% |
| 3M | -43.1% | +29.2% | -72.4% | -37.4% |
| 6M | -58.4% | +32.3% | -90.7% | -53.4% |
| YTD | -63.2% | +38.5% | -101.6% | -57.0% |
| 1Y | -81.6% | +48.5% | -130.1% | -78.2% |
| All | -81.6% | +49.2% | -130.8% | -78.2% |
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