+311.5%
SPY vs KDP
+175.4%
+136.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.5% | +2.1% | -1.5% | +0.1% |
| 30D | -0.9% | +8.5% | -9.4% | -3.0% |
| 3M | +3.9% | +6.6% | -2.7% | +1.9% |
| 6M | +14.5% | +17.1% | -2.5% | +9.5% |
| YTD | +12.9% | +19.0% | -6.1% | +7.3% |
| 1Y | +19.4% | +21.8% | -2.4% | +12.3% |
| 3Y | +78.5% | +6.4% | +72.0% | +71.8% |
| 5Y | +81.8% | +5.1% | +76.6% | +75.4% |
| 10Y | +311.5% | +175.8% | +135.7% | +247.6% |
| All | +311.5% | +175.4% | +136.2% | +247.6% |
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