-70.4%
KPDD vs SPY
+37.1%
-107.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.1% |
| 7D | -9.5% | -2.0% | -7.5% | -6.5% |
| 30D | -27.4% | -1.7% | -25.8% | -25.7% |
| 3M | -14.6% | +4.7% | -19.3% | -21.3% |
| 6M | -51.7% | +12.5% | -64.2% | -60.5% |
| YTD | -60.2% | +11.7% | -71.9% | -66.9% |
| 1Y | -69.0% | +17.5% | -86.5% | -75.8% |
| All | -70.4% | +37.1% | -107.5% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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