+11.7%
SPGI vs KDP
+14.9%
-3.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.3% | +2.2% | -1.9% | -0.3% |
| 30D | +18.4% | +19.9% | -1.6% | +13.2% |
| 3M | +15.7% | +21.5% | -5.8% | +10.2% |
| 6M | +17.3% | +30.1% | -12.8% | +9.9% |
| YTD | -4.7% | +34.9% | -39.7% | -11.9% |
| 1Y | +1.8% | +43.4% | -41.6% | -7.6% |
| 3Y | +31.7% | +29.1% | +2.6% | +21.1% |
| All | +11.7% | +14.9% | -3.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling