+251.0%
SPOT vs KDP
+105.3%
+145.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.7% |
| 7D | -6.5% | -1.6% | -4.9% | -6.1% |
| 30D | +2.2% | +9.5% | -7.3% | -0.2% |
| 3M | +5.4% | +2.6% | +2.8% | +4.5% |
| 6M | -4.0% | +15.6% | -19.6% | -8.0% |
| YTD | -9.9% | +17.3% | -27.3% | -14.2% |
| 1Y | -27.3% | +20.1% | -47.4% | -31.4% |
| 3Y | +236.4% | +4.9% | +231.5% | +224.0% |
| 5Y | +112.6% | +5.0% | +107.6% | +104.2% |
| All | +251.0% | +105.3% | +145.7% | +183.1% |
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