+239.1%
KDP vs XEL
+187.3%
+51.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.5% | -7.9% | -7.6% |
| 7D | -4.0% | +1.4% | -5.4% | -4.5% |
| 30D | +8.5% | +9.2% | -0.7% | +5.3% |
| 3M | +20.7% | +4.5% | +16.2% | +18.8% |
| 6M | +23.2% | +3.6% | +19.6% | +21.5% |
| YTD | +30.5% | +12.9% | +17.6% | +24.9% |
| 1Y | +35.9% | +4.1% | +31.8% | +33.6% |
| 3Y | +24.8% | +52.3% | -27.5% | +7.1% |
| 5Y | +13.4% | +51.6% | -38.2% | -3.2% |
| All | +239.1% | +187.3% | +51.8% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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