+120.1%
SPOT vs KDP
+16.7%
+103.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.8% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +16.9% | +9.7% | +7.2% | +14.8% |
| 3M | +23.0% | +17.6% | +5.3% | +19.1% |
| 6M | +42.2% | +25.8% | +16.4% | +36.0% |
| YTD | +5.5% | +33.9% | -28.4% | -0.4% |
| 1Y | -5.1% | +38.9% | -43.9% | -11.1% |
| 3Y | +257.9% | +26.8% | +231.1% | +232.6% |
| All | +120.1% | +16.7% | +103.4% | +110.5% |
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