+334.3%
SPGI vs KDP
+235.7%
+98.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +15.5% | +16.3% | -0.8% | +10.2% |
| 3M | +15.7% | +24.0% | -8.3% | +8.1% |
| 6M | +19.1% | +30.0% | -10.9% | +9.5% |
| YTD | -4.1% | +36.1% | -40.1% | -13.7% |
| 1Y | +1.2% | +46.8% | -45.6% | -11.3% |
| 3Y | +31.6% | +30.5% | +1.1% | +18.0% |
| 5Y | +12.4% | +17.9% | -5.5% | +4.0% |
| 10Y | +334.3% | +239.3% | +95.0% | +234.6% |
| All | +334.3% | +235.7% | +98.6% | +234.6% |
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