+1,339.3%
KDP vs SPY
+650.0%
+689.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.0% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | +16.8% | -2.4% | +19.1% | +18.1% |
| 3M | +32.0% | -1.2% | +33.2% | +32.6% |
| 6M | +35.2% | +3.3% | +31.9% | +32.2% |
| YTD | +40.9% | +12.3% | +28.6% | +31.4% |
| 1Y | +47.7% | +12.4% | +35.2% | +37.5% |
| 3Y | +34.8% | +78.8% | -44.0% | -5.2% |
| 5Y | +22.6% | +75.2% | -52.5% | -14.0% |
| 10Y | +266.4% | +311.1% | -44.7% | +48.6% |
| All | +1,339.3% | +650.0% | +689.3% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling