+26.8%
KDP vs SPY
+78.1%
-51.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.1% |
| 30D | +9.7% | -2.0% | +11.7% | +10.0% |
| 3M | +17.6% | -2.8% | +20.4% | +18.0% |
| 6M | +25.8% | +2.1% | +23.6% | +25.3% |
| YTD | +33.9% | +11.5% | +22.4% | +31.2% |
| 1Y | +38.9% | +13.5% | +25.4% | +35.7% |
| 3Y | +26.8% | +77.7% | -50.9% | +3.4% |
| All | +26.8% | +78.1% | -51.3% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling