+30.1%
SPGI vs KDP
+32.8%
-2.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | +1.6% | +8.2% | -6.6% | +0.1% |
| 30D | +16.1% | +18.4% | -2.3% | +12.6% |
| 3M | +15.5% | +29.2% | -13.8% | +10.6% |
| 6M | +19.6% | +32.3% | -12.6% | +14.4% |
| YTD | -3.6% | +38.5% | -42.1% | -8.6% |
| 1Y | +2.2% | +48.5% | -46.3% | -4.6% |
| 3Y | +30.1% | +32.5% | -2.4% | +24.3% |
| All | +30.1% | +32.8% | -2.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling