-68.6%
KPDD vs SPY
+39.5%
-108.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -40.0% | +4.8% | -44.8% | -45.8% |
| 30D | -40.0% | +4.8% | -44.8% | -45.8% |
| 3M | -40.0% | +4.8% | -44.8% | -45.8% |
| 6M | -38.9% | +8.7% | -47.6% | -48.1% |
| YTD | -57.7% | +13.7% | -71.4% | -66.3% |
| 1Y | -72.5% | +13.1% | -85.6% | -77.9% |
| All | -68.6% | +39.5% | -108.1% | -81.2% |
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