+239.3%
KDP vs SPG
+117.3%
+122.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | +0.3% | +5.1% | -4.8% | -0.6% |
| 30D | +16.3% | +16.8% | -0.5% | +12.9% |
| 3M | +24.0% | +5.7% | +18.3% | +22.7% |
| 6M | +30.0% | +17.8% | +12.2% | +26.0% |
| YTD | +36.1% | +30.1% | +6.0% | +29.4% |
| 1Y | +46.8% | +32.8% | +14.0% | +39.1% |
| 3Y | +30.5% | +137.2% | -106.7% | +9.7% |
| 5Y | +17.9% | +81.5% | -63.6% | +2.9% |
| 10Y | +239.3% | +116.5% | +122.7% | +158.5% |
| All | +239.3% | +117.3% | +122.0% | +158.5% |
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 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