+1,392.6%
KDP vs SPXU
-100.0%
+1,492.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.7% |
| 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% | +8.6% |
| 6M | +14.7% | -29.6% | +44.3% | +8.9% |
| YTD | +19.2% | -29.9% | +49.1% | +13.3% |
| 1Y | +15.2% | -39.1% | +54.2% | +7.2% |
| 3Y | +6.0% | -80.0% | +86.0% | -15.6% |
| 5Y | +5.4% | -86.0% | +91.5% | -15.6% |
| 10Y | +171.9% | -99.5% | +271.4% | +36.9% |
| All | +1,392.6% | -100.0% | +1,492.6% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling