+264.0%
SPOT vs KDP
+108.6%
+155.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | +12.5% | +6.0% | +6.5% | +10.7% |
| 3M | +9.9% | +9.2% | +0.7% | +7.2% |
| 6M | +1.6% | +14.7% | -13.1% | -2.4% |
| YTD | -6.6% | +19.2% | -25.8% | -11.4% |
| 1Y | -22.9% | +15.2% | -38.1% | -26.4% |
| 3Y | +244.3% | +6.0% | +238.3% | +230.9% |
| 5Y | +117.8% | +5.4% | +112.4% | +109.1% |
| All | +264.0% | +108.6% | +155.4% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling