+5.1%
KDP vs SPG
+106.4%
-101.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +8.5% | -4.9% | +13.4% | +9.5% |
| 3M | +6.6% | +3.3% | +3.3% | +6.0% |
| 6M | +17.1% | +11.2% | +5.9% | +14.8% |
| YTD | +19.0% | +17.1% | +2.0% | +15.6% |
| 1Y | +21.8% | +21.6% | +0.2% | +17.4% |
| 3Y | +6.4% | +111.9% | -105.4% | -8.9% |
| 5Y | +5.1% | +106.9% | -101.8% | -11.5% |
| All | +5.1% | +106.4% | -101.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling