+312.6%
SPYM vs KDP
+238.8%
+73.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +1.4% |
| 7D | +3.3% | -4.0% | +7.3% | +4.2% |
| 30D | -2.6% | +8.5% | -11.1% | -4.7% |
| 3M | -1.7% | +20.7% | -22.4% | -6.4% |
| 6M | +3.1% | +23.2% | -20.1% | -2.7% |
| YTD | +12.0% | +30.5% | -18.5% | +3.8% |
| 1Y | +12.1% | +35.9% | -23.8% | +2.7% |
| 3Y | +78.5% | +24.8% | +53.7% | +64.4% |
| 5Y | +73.8% | +13.4% | +60.4% | +64.5% |
| All | +312.6% | +238.8% | +73.9% | +239.3% |
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