+5.0%
KDP vs SPYG
+83.9%
-78.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.5% | -1.7% | +11.2% | +9.8% |
| 3M | +2.6% | +3.6% | -1.0% | +1.9% |
| 6M | +15.6% | +16.6% | -1.0% | +12.3% |
| YTD | +17.3% | +13.4% | +4.0% | +14.4% |
| 1Y | +20.1% | +19.6% | +0.5% | +15.8% |
| 3Y | +4.9% | +99.8% | -94.9% | -12.7% |
| 5Y | +5.0% | +85.0% | -80.0% | -12.0% |
| All | +5.0% | +83.9% | -78.9% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling