+1,314.5%
KDP vs XHB
+438.7%
+875.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.5% |
| 7D | +8.2% | +1.2% | +7.0% | +7.8% |
| 30D | +18.4% | +8.9% | +9.5% | +15.4% |
| 3M | +29.2% | -4.2% | +33.4% | +30.7% |
| 6M | +32.3% | +1.4% | +30.9% | +31.2% |
| YTD | +38.5% | +1.2% | +37.3% | +36.8% |
| 1Y | +48.5% | -1.3% | +49.8% | +47.7% |
| 3Y | +32.5% | +36.6% | -4.1% | +16.6% |
| 5Y | +19.7% | +34.3% | -14.6% | +3.7% |
| 10Y | +256.4% | +241.1% | +15.3% | +121.6% |
| All | +1,314.5% | +438.7% | +875.8% | +555.4% |
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