+5.1%
KDP vs SPXS
-85.9%
+91.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | 0.0% |
| 7D | +2.1% | -1.5% | +3.6% | +1.9% |
| 30D | +8.5% | +3.7% | +4.8% | +8.9% |
| 3M | +6.6% | -9.6% | +16.2% | +5.7% |
| 6M | +17.1% | -32.4% | +49.5% | +12.7% |
| YTD | +19.0% | -28.7% | +47.7% | +15.4% |
| 1Y | +21.8% | -38.1% | +59.9% | +16.4% |
| 3Y | +6.4% | -80.1% | +86.6% | -9.8% |
| 5Y | +5.1% | -85.9% | +91.1% | -10.1% |
| All | +5.1% | -85.9% | +91.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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