+5.1%
KDP vs XHB
+37.2%
-32.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +8.5% | -9.1% | +17.5% | +10.6% |
| 3M | +6.6% | -2.3% | +8.9% | +6.9% |
| 6M | +17.1% | -4.1% | +21.2% | +17.6% |
| YTD | +19.0% | -1.7% | +20.8% | +18.9% |
| 1Y | +21.8% | -15.1% | +36.9% | +25.2% |
| 3Y | +6.4% | +26.8% | -20.4% | -2.1% |
| 5Y | +5.1% | +37.3% | -32.2% | -6.6% |
| All | +5.1% | +37.2% | -32.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling