+247.9%
KDP vs XHB
+237.3%
+10.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +9.7% | +9.9% | -0.2% | +6.8% |
| 3M | +17.6% | -6.3% | +23.9% | +19.7% |
| 6M | +25.8% | +3.8% | +21.9% | +24.0% |
| YTD | +33.9% | +0.1% | +33.7% | +32.8% |
| 1Y | +38.9% | -0.8% | +39.7% | +38.0% |
| 3Y | +26.8% | +35.6% | -8.8% | +11.4% |
| 5Y | +16.3% | +29.6% | -13.2% | +1.8% |
| All | +247.9% | +237.3% | +10.6% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling