+239.1%
KDP vs SPYG
+397.7%
-158.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.3% |
| 7D | -4.0% | +4.2% | -8.2% | -5.2% |
| 30D | +8.5% | -7.4% | +15.9% | +10.8% |
| 3M | +20.7% | -5.3% | +26.0% | +22.4% |
| 6M | +23.2% | -1.2% | +24.4% | +22.9% |
| YTD | +30.5% | +9.0% | +21.5% | +25.6% |
| 1Y | +35.9% | +8.8% | +27.1% | +30.8% |
| 3Y | +24.8% | +92.8% | -68.0% | -5.7% |
| 5Y | +13.4% | +69.3% | -55.9% | -10.5% |
| All | +239.1% | +397.7% | -158.6% | +45.2% |
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