+1,598.9%
SPGI vs KDP
+1,294.8%
+304.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | +18.4% | +19.9% | -1.6% | +9.9% |
| 3M | +15.7% | +21.5% | -5.8% | +6.6% |
| 6M | +17.3% | +30.1% | -12.8% | +4.8% |
| YTD | -4.7% | +34.9% | -39.7% | -17.0% |
| 1Y | +1.8% | +43.4% | -41.6% | -13.7% |
| 3Y | +31.7% | +29.1% | +2.6% | +14.2% |
| 5Y | +12.1% | +15.0% | -2.9% | +1.3% |
| 10Y | +341.9% | +234.1% | +107.9% | +132.3% |
| All | +1,598.9% | +1,294.8% | +304.1% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling