-49.5%
SMR vs KDP
+8.4%
-57.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.7% | +17.0% | +16.2% |
| 7D | -9.6% | +2.2% | -11.8% | -9.3% |
| 30D | -33.8% | +19.9% | -53.7% | -32.5% |
| 3M | -46.4% | +21.5% | -67.8% | -45.3% |
| 6M | -62.4% | +30.1% | -92.5% | -61.5% |
| YTD | -64.1% | +34.9% | -99.1% | -63.2% |
| 1Y | -84.3% | +43.4% | -127.7% | -83.9% |
| 3Y | +55.8% | +29.1% | +26.7% | +53.5% |
| All | -49.5% | +8.4% | -57.9% | -50.6% |
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