+442.2%
SYK vs KDP
+1,089.3%
-647.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.3% |
| 7D | -12.3% | -4.3% | -8.0% | -10.9% |
| 30D | -22.4% | +7.8% | -30.3% | -24.7% |
| 3M | -12.3% | -0.1% | -12.3% | -12.5% |
| 6M | -24.3% | +14.0% | -38.3% | -28.2% |
| YTD | -22.8% | +15.1% | -37.8% | -27.1% |
| 1Y | -28.8% | +18.5% | -47.3% | -33.8% |
| 3Y | -4.0% | +2.9% | -6.9% | -7.6% |
| 5Y | +3.8% | +3.0% | +0.9% | -0.4% |
| 10Y | +172.8% | +174.4% | -1.6% | +77.3% |
| All | +442.2% | +1,089.3% | -647.0% | +87.6% |
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