+43.5%
KDP vs XHB
+5.8%
+37.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.4% | +0.5% | +4.4% |
| 7D | +5.3% | +9.7% | -4.4% | +2.9% |
| 30D | +19.1% | +11.7% | +7.4% | +15.8% |
| 3M | +19.2% | -1.4% | +20.5% | +18.8% |
| 6M | +29.3% | +6.8% | +22.5% | +26.7% |
| YTD | +35.5% | +5.5% | +30.0% | +33.6% |
| 1Y | +43.5% | +5.1% | +38.3% | +41.6% |
| All | +43.5% | +5.8% | +37.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling