-5.3%
SYK vs KDP
+41.3%
-46.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.9% | +3.5% | +7.4% |
| 7D | +11.7% | +5.3% | +6.4% | +9.7% |
| 30D | +19.1% | +19.1% | 0.0% | +13.2% |
| 3M | +1.4% | +19.2% | -17.7% | -3.5% |
| 6M | +17.4% | +29.3% | -11.8% | +11.2% |
| YTD | -2.5% | +35.5% | -38.1% | -8.3% |
| 1Y | -5.3% | +43.5% | -48.8% | -10.9% |
| All | -5.3% | +41.3% | -46.6% | -10.9% |
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