+638.1%
SPY vs KDP
+1,294.7%
-656.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | +2.2% | -4.9% | -3.5% |
| 30D | -5.4% | +19.9% | -25.3% | -11.2% |
| 3M | -4.1% | +21.5% | -25.6% | -10.6% |
| 6M | +0.7% | +30.1% | -29.4% | -8.7% |
| YTD | +8.7% | +34.9% | -26.3% | -3.2% |
| 1Y | +10.9% | +43.4% | -32.5% | -3.4% |
| 3Y | +75.0% | +29.1% | +45.9% | +54.6% |
| 5Y | +67.8% | +15.0% | +52.8% | +53.9% |
| 10Y | +312.9% | +234.1% | +78.8% | +140.0% |
| All | +638.1% | +1,294.7% | -656.7% | +114.8% |
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