+5.1%
KDP vs SPXU
-86.0%
+91.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | +0.1% |
| 7D | +2.1% | -1.5% | +3.5% | +1.9% |
| 30D | +8.5% | +3.7% | +4.7% | +8.9% |
| 3M | +6.6% | -9.6% | +16.2% | +5.7% |
| 6M | +17.1% | -32.4% | +49.4% | +12.7% |
| YTD | +19.0% | -28.7% | +47.7% | +15.4% |
| 1Y | +21.8% | -38.2% | +60.0% | +16.3% |
| 3Y | +6.4% | -80.4% | +86.9% | -10.1% |
| 5Y | +5.1% | -86.0% | +91.2% | -10.4% |
| All | +5.1% | -86.0% | +91.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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