+174.5%
KDP vs SPG
+59.6%
+114.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | +6.0% | -6.8% | +12.8% | +7.4% |
| 3M | +9.2% | +2.7% | +6.5% | +8.7% |
| 6M | +14.7% | +5.5% | +9.2% | +13.5% |
| YTD | +19.2% | +15.7% | +3.5% | +15.8% |
| 1Y | +15.2% | +20.9% | -5.7% | +11.0% |
| 3Y | +6.0% | +112.4% | -106.4% | -9.2% |
| 5Y | +5.4% | +101.4% | -95.9% | -10.0% |
| All | +174.5% | +59.6% | +114.9% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling