-68.8%
KPDD vs SPY
+38.6%
-107.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.3% | -5.0% |
| 7D | -8.3% | +0.5% | -8.9% | -9.1% |
| 30D | -25.9% | -0.9% | -25.0% | -25.0% |
| 3M | -11.7% | +3.9% | -15.6% | -17.5% |
| 6M | -46.4% | +14.5% | -60.9% | -57.4% |
| YTD | -58.1% | +12.9% | -71.0% | -65.7% |
| 1Y | -67.7% | +19.4% | -87.0% | -75.3% |
| All | -68.8% | +38.6% | -107.4% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling