+43.5%
KDP vs SPMO
+11.0%
+32.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +5.8% |
| 7D | +5.3% | -8.9% | +14.2% | +4.0% |
| 30D | +19.1% | -13.8% | +32.9% | +16.8% |
| 3M | +19.2% | -12.5% | +31.7% | +17.1% |
| 6M | +29.3% | -1.5% | +30.8% | +27.2% |
| YTD | +35.5% | +11.3% | +24.2% | +33.5% |
| 1Y | +43.5% | +11.5% | +32.0% | +41.5% |
| All | +43.5% | +11.0% | +32.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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