-0.3%
SPOT vs KDP
+41.3%
-41.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | +3.4% |
| 7D | +16.6% | +5.3% | +11.3% | +15.2% |
| 30D | +29.9% | +19.1% | +10.8% | +26.3% |
| 3M | +31.3% | +19.2% | +12.1% | +27.7% |
| 6M | +43.2% | +29.3% | +13.9% | +39.6% |
| YTD | +8.1% | +35.5% | -27.4% | +5.9% |
| 1Y | -0.3% | +43.5% | -43.8% | -2.3% |
| All | -0.3% | +41.3% | -41.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling