+26.2%
KDP vs XE
-63.2%
+89.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.5% |
| 7D | -0.8% | +6.2% | -7.0% | -0.3% |
| 30D | +9.7% | -4.8% | +14.5% | +9.8% |
| 3M | +17.6% | -51.3% | +68.9% | +13.8% |
| 6M | +25.8% | -64.2% | +90.0% | +18.5% |
| All | +26.2% | -63.2% | +89.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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