+1,314.5%
KDP vs SPYG
+894.8%
+419.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +8.2% | -1.9% | +10.2% | +9.1% |
| 30D | +18.4% | -9.2% | +27.5% | +23.3% |
| 3M | +29.2% | -6.8% | +36.0% | +32.9% |
| 6M | +32.3% | -2.6% | +34.9% | +32.6% |
| YTD | +38.5% | +7.5% | +31.0% | +31.7% |
| 1Y | +48.5% | +6.7% | +41.8% | +41.5% |
| 3Y | +32.5% | +90.1% | -57.6% | -9.5% |
| 5Y | +19.7% | +69.2% | -49.5% | -14.8% |
| 10Y | +256.4% | +391.9% | -135.5% | +25.3% |
| All | +1,314.5% | +894.8% | +419.6% | +181.1% |
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