+5.0%
SYK vs KDP
+2.6%
+2.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.4% |
| 7D | -12.3% | -4.3% | -8.0% | -11.1% |
| 30D | -22.4% | +7.8% | -30.3% | -24.4% |
| 3M | -12.3% | -0.1% | -12.3% | -12.4% |
| 6M | -24.3% | +14.0% | -38.3% | -27.4% |
| YTD | -22.8% | +15.1% | -37.8% | -26.3% |
| 1Y | -28.8% | +18.5% | -47.3% | -33.0% |
| 3Y | -4.0% | +2.9% | -6.9% | -7.0% |
| All | +5.0% | +2.6% | +2.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling