+307.3%
SPY vs KDP
+235.7%
+71.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.2% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -3.3% | +16.3% | -19.6% | -6.8% |
| 3M | -2.4% | +24.0% | -26.4% | -7.6% |
| 6M | +2.6% | +30.0% | -27.4% | -4.3% |
| YTD | +11.2% | +36.1% | -24.8% | +2.2% |
| 1Y | +13.4% | +46.8% | -33.4% | +2.0% |
| 3Y | +79.9% | +30.5% | +49.4% | +64.2% |
| 5Y | +72.2% | +17.9% | +54.3% | +61.7% |
| 10Y | +307.3% | +239.3% | +68.1% | +232.4% |
| All | +307.3% | +235.7% | +71.6% | +232.4% |
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 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