+5.0%
KDP vs SPMO
+149.2%
-144.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.6% | +2.7% | -4.3% | -1.9% |
| 30D | +9.5% | +1.1% | +8.4% | +9.3% |
| 3M | +2.6% | +2.0% | +0.6% | +1.8% |
| 6M | +15.6% | +26.5% | -10.9% | +9.6% |
| YTD | +17.3% | +26.5% | -9.2% | +11.1% |
| 1Y | +20.1% | +27.9% | -7.8% | +13.4% |
| 3Y | +4.9% | +160.4% | -155.5% | -23.9% |
| 5Y | +5.0% | +151.5% | -146.5% | -22.9% |
| All | +5.0% | +149.2% | -144.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling