+1,278.3%
KDP vs XHB
+434.1%
+844.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +19.9% | +7.8% | +12.1% | +17.3% |
| 3M | +21.5% | -5.5% | +27.0% | +23.4% |
| 6M | +30.1% | -2.6% | +32.7% | +30.6% |
| YTD | +34.9% | +0.4% | +34.6% | +33.7% |
| 1Y | +43.4% | -1.0% | +44.4% | +42.5% |
| 3Y | +29.1% | +37.3% | -8.2% | +13.5% |
| 5Y | +15.0% | +33.7% | -18.7% | -0.2% |
| 10Y | +234.1% | +256.9% | -22.8% | +104.9% |
| All | +1,278.3% | +434.1% | +844.2% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling