+322.9%
SPYM vs KDP
+173.4%
+149.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | -1.4% | +9.5% | -10.9% | -3.6% |
| 3M | +3.7% | +2.6% | +1.1% | +2.7% |
| 6M | +13.0% | +15.6% | -2.6% | +8.4% |
| YTD | +12.5% | +17.3% | -4.9% | +7.2% |
| 1Y | +18.6% | +20.1% | -1.5% | +12.0% |
| 3Y | +78.0% | +4.9% | +73.1% | +72.0% |
| 5Y | +82.3% | +5.0% | +77.3% | +75.9% |
| 10Y | +322.9% | +179.8% | +143.1% | +258.8% |
| All | +322.9% | +173.4% | +149.4% | +258.8% |
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 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