+1,774.8%
KDP vs SPXS
-100.0%
+1,874.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.6% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +6.0% | +0.8% | +5.2% | +6.2% |
| 3M | +9.2% | -4.7% | +13.9% | +8.5% |
| 6M | +14.7% | -29.6% | +44.3% | +8.3% |
| YTD | +19.2% | -29.8% | +49.0% | +12.6% |
| 1Y | +15.2% | -38.9% | +54.1% | +6.3% |
| 3Y | +6.0% | -79.6% | +85.6% | -17.4% |
| 5Y | +5.4% | -85.9% | +91.3% | -17.6% |
| 10Y | +171.9% | -99.5% | +271.4% | +25.0% |
| All | +1,774.8% | -100.0% | +1,874.8% | +208.7% |
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