+239.1%
KDP vs SPY
+308.5%
-69.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.2% |
| 7D | -4.0% | +3.3% | -7.3% | -5.3% |
| 30D | +8.5% | -2.7% | +11.1% | +9.6% |
| 3M | +20.7% | -1.7% | +22.4% | +21.5% |
| 6M | +23.2% | +3.1% | +20.1% | +21.2% |
| YTD | +30.5% | +11.9% | +18.6% | +23.6% |
| 1Y | +35.9% | +12.0% | +23.9% | +28.5% |
| 3Y | +24.8% | +78.2% | -53.4% | -6.9% |
| 5Y | +13.4% | +73.2% | -59.8% | -15.1% |
| All | +239.1% | +308.5% | -69.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling