+308.8%
SPOT vs KDP
+146.6%
+162.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -3.0% | +4.0% | -6.9% | -4.0% |
| 30D | +15.2% | +16.8% | -1.6% | +10.5% |
| 3M | +21.6% | +32.0% | -10.5% | +12.8% |
| 6M | +45.2% | +35.2% | +10.1% | +33.6% |
| YTD | +4.9% | +40.9% | -36.0% | -5.0% |
| 1Y | -4.8% | +47.7% | -52.4% | -14.9% |
| 3Y | +256.3% | +34.8% | +221.5% | +218.9% |
| 5Y | +120.2% | +22.6% | +97.5% | +103.2% |
| All | +308.8% | +146.6% | +162.2% | +213.6% |
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