+1,117.5%
KDP vs SPYG
+958.5%
+159.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +6.0% | -0.4% | +6.4% | +6.2% |
| 3M | +9.2% | +0.5% | +8.6% | +8.4% |
| 6M | +14.7% | +17.5% | -2.8% | +5.3% |
| YTD | +19.2% | +14.3% | +4.8% | +10.6% |
| 1Y | +15.2% | +21.7% | -6.5% | +3.3% |
| 3Y | +6.0% | +98.6% | -92.6% | -28.7% |
| 5Y | +5.4% | +85.1% | -79.7% | -28.1% |
| 10Y | +171.9% | +412.0% | -240.2% | -5.3% |
| All | +1,117.5% | +958.5% | +159.0% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling