+111.7%
SPOT vs KDP
+6.3%
+105.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.9% | +2.1% | -4.9% | -3.2% |
| 30D | +8.3% | +8.5% | -0.2% | +6.7% |
| 3M | +5.1% | +6.6% | -1.5% | +3.8% |
| 6M | -6.5% | +17.1% | -23.5% | -9.2% |
| YTD | -9.0% | +19.0% | -28.0% | -12.1% |
| 1Y | -26.4% | +21.8% | -48.2% | -29.4% |
| 3Y | +240.0% | +6.4% | +233.6% | +231.2% |
| 5Y | +111.7% | +5.1% | +106.6% | +106.2% |
| All | +111.7% | +6.3% | +105.5% | +106.2% |
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