+501.7%
SPCX vs KDP
+14.7%
+487.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | -0.7% |
| 7D | +4.2% | +0.3% | +3.9% | -24.6% |
| 30D | -12.6% | +16.3% | -28.9% | -84.8% |
| 3M | +6.7% | +24.0% | -17.3% | -94.6% |
| 6M | +546.4% | +45.8% | +500.6% | -83.0% |
| YTD | +552.1% | +36.1% | +516.1% | -82.9% |
| 1Y | +453.2% | +46.8% | +406.3% | -85.5% |
| All | +501.7% | +14.7% | +487.0% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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