+266.4%
KDP vs SPG
+116.4%
+150.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +4.0% | +2.7% | +1.2% | +3.4% |
| 30D | +16.8% | +16.6% | +0.2% | +13.5% |
| 3M | +32.0% | +8.1% | +24.0% | +30.1% |
| 6M | +35.2% | +19.3% | +15.8% | +30.7% |
| YTD | +40.9% | +31.1% | +9.8% | +33.8% |
| 1Y | +47.7% | +32.8% | +14.9% | +39.8% |
| 3Y | +34.8% | +135.8% | -101.0% | +13.5% |
| 5Y | +22.6% | +85.1% | -62.5% | +6.6% |
| 10Y | +266.4% | +115.9% | +150.5% | +180.8% |
| All | +266.4% | +116.4% | +150.1% | +180.8% |
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