+170.1%
KDP vs SPYG
+420.3%
-250.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -4.3% | -1.8% | -2.5% | -3.8% |
| 30D | +7.8% | -1.9% | +9.7% | +8.5% |
| 3M | -0.1% | +5.2% | -5.2% | -1.9% |
| 6M | +14.0% | +15.6% | -1.6% | +8.1% |
| YTD | +15.1% | +12.4% | +2.6% | +10.0% |
| 1Y | +18.5% | +17.5% | +1.1% | +11.4% |
| 3Y | +2.9% | +98.1% | -95.2% | -22.9% |
| 5Y | +3.0% | +84.9% | -81.9% | -21.7% |
| All | +170.1% | +420.3% | -250.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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