-29.8%
SYK vs KDP
+18.7%
-48.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.5% |
| 7D | -12.3% | -4.3% | -8.0% | -11.5% |
| 30D | -22.4% | +7.8% | -30.3% | -23.8% |
| 3M | -12.3% | -0.1% | -12.3% | -12.2% |
| 6M | -24.3% | +14.0% | -38.3% | -25.3% |
| YTD | -22.8% | +15.1% | -37.8% | -24.0% |
| All | -29.8% | +18.7% | -48.5% | -31.2% |
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