+2,116.3%
KDP vs SPXS
-100.0%
+2,216.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +1.0% |
| 7D | +4.0% | +1.5% | +2.5% | +4.4% |
| 30D | +16.8% | +6.3% | +10.5% | +18.4% |
| 3M | +32.0% | +4.2% | +27.8% | +33.6% |
| 6M | +35.2% | -7.9% | +43.1% | +34.0% |
| YTD | +40.9% | -27.5% | +68.4% | +34.3% |
| 1Y | +47.7% | -27.0% | +74.7% | +41.1% |
| 3Y | +34.8% | -80.5% | +115.3% | +4.0% |
| 5Y | +22.6% | -84.0% | +106.6% | -1.6% |
| 10Y | +266.4% | -99.5% | +365.9% | +69.6% |
| All | +2,116.3% | -100.0% | +2,216.3% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling