+210.8%
KDP vs SPMO
+572.4%
-361.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.3% |
| 7D | +1.3% | +2.0% | -0.7% | +0.7% |
| 30D | +6.0% | -0.4% | +6.3% | +6.0% |
| 3M | +9.2% | -1.9% | +11.1% | +8.9% |
| 6M | +14.7% | +25.0% | -10.3% | +5.2% |
| YTD | +19.2% | +26.0% | -6.8% | +8.8% |
| 1Y | +15.2% | +28.7% | -13.5% | +4.2% |
| 3Y | +6.0% | +160.9% | -154.9% | -29.5% |
| 5Y | +5.4% | +147.9% | -142.5% | -28.9% |
| 10Y | +171.9% | +518.9% | -347.1% | +32.4% |
| All | +210.8% | +572.4% | -361.6% | +45.5% |
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 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