+247.9%
KDP vs SPMO
+460.5%
-212.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | -0.8% | +6.3% | -7.1% | -2.5% |
| 30D | +9.7% | -8.9% | +18.6% | +12.3% |
| 3M | +17.6% | -13.2% | +30.8% | +21.9% |
| 6M | +25.8% | -9.3% | +35.0% | +27.4% |
| YTD | +33.9% | +11.6% | +22.3% | +25.9% |
| 1Y | +38.9% | +13.4% | +25.5% | +29.8% |
| 3Y | +26.8% | +122.9% | -96.1% | -12.2% |
| 5Y | +16.3% | +113.9% | -97.6% | -18.7% |
| All | +247.9% | +460.5% | -212.6% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling