-24.0%
SYK vs KDP
+17.6%
-41.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -12.9% | +2.1% | -15.0% | -13.5% |
| 30D | -18.5% | +8.5% | -26.9% | -20.6% |
| 3M | -8.1% | +6.6% | -14.7% | -9.1% |
| All | -24.0% | +17.6% | -41.7% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling