+267.4%
KDP vs SPMO
+504.7%
-237.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.7% |
| 7D | +4.0% | +1.8% | +2.2% | +3.3% |
| 30D | +16.8% | -10.0% | +26.8% | +20.0% |
| 3M | +32.0% | -9.4% | +41.4% | +35.1% |
| 6M | +35.2% | -7.7% | +42.8% | +36.2% |
| YTD | +40.9% | +13.3% | +27.6% | +32.1% |
| 1Y | +47.7% | +12.7% | +35.0% | +38.6% |
| 3Y | +34.8% | +127.5% | -92.7% | -6.6% |
| 5Y | +22.6% | +119.7% | -97.0% | -14.5% |
| 10Y | +266.4% | +469.5% | -203.0% | +82.4% |
| All | +267.4% | +504.7% | -237.3% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling