+1,604.1%
KDP vs SPXU
-100.0%
+1,704.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.9% | -0.3% |
| 7D | +0.3% | -1.5% | +1.8% | +0.3% |
| 30D | +16.3% | +9.7% | +6.7% | +18.3% |
| 3M | +24.0% | +8.4% | +15.5% | +26.1% |
| 6M | +30.0% | -5.7% | +35.7% | +29.5% |
| YTD | +36.1% | -25.4% | +61.5% | +31.0% |
| 1Y | +46.8% | -28.9% | +75.7% | +40.4% |
| 3Y | +30.5% | -81.2% | +111.6% | +2.7% |
| 5Y | +17.9% | -83.3% | +101.2% | -2.5% |
| 10Y | +239.3% | -99.5% | +338.8% | +72.6% |
| All | +1,604.1% | -100.0% | +1,704.1% | +385.3% |
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