+5.1%
KDP vs XEL
+33.1%
-27.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.7% |
| 7D | +2.1% | +1.3% | +0.8% | +1.6% |
| 30D | +8.5% | -1.5% | +10.0% | +9.0% |
| 3M | +6.6% | -0.2% | +6.8% | +6.7% |
| 6M | +17.1% | -5.4% | +22.5% | +19.1% |
| YTD | +19.0% | +5.6% | +13.4% | +16.5% |
| 1Y | +21.8% | +10.5% | +11.3% | +16.9% |
| 3Y | +6.4% | +49.2% | -42.7% | -8.7% |
| 5Y | +5.1% | +30.1% | -25.0% | -8.0% |
| All | +5.1% | +33.1% | -27.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling