-66.9%
KPDD vs SPY
+39.3%
-106.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | -8.3% | +0.1% | -8.4% | -8.5% |
| 30D | -19.9% | +0.1% | -19.9% | -20.2% |
| 3M | -13.6% | +2.0% | -15.6% | -16.7% |
| 6M | -42.0% | +13.0% | -55.1% | -53.0% |
| YTD | -55.5% | +13.5% | -69.0% | -63.9% |
| 1Y | -65.0% | +20.0% | -85.0% | -73.5% |
| All | -66.9% | +39.3% | -106.2% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling