+21.8%
KDP vs SPG
+22.1%
-0.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +8.5% | -4.9% | +13.4% | +10.3% |
| 3M | +6.6% | +3.3% | +3.3% | +6.1% |
| 6M | +17.1% | +11.2% | +5.9% | +14.3% |
| YTD | +19.0% | +17.1% | +2.0% | +14.1% |
| 1Y | +21.8% | +21.6% | +0.2% | +14.9% |
| All | +21.8% | +22.1% | -0.3% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling