+175.8%
KDP vs XLB
+159.0%
+16.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +8.5% | -1.7% | +10.2% | +9.2% |
| 3M | +6.6% | +4.4% | +2.3% | +4.7% |
| 6M | +17.1% | +5.0% | +12.0% | +14.5% |
| YTD | +19.0% | +15.5% | +3.6% | +12.0% |
| 1Y | +21.8% | +14.9% | +6.9% | +14.7% |
| 3Y | +6.4% | +34.5% | -28.1% | -6.7% |
| 5Y | +5.1% | +36.5% | -31.4% | -9.6% |
| 10Y | +175.8% | +159.6% | +16.2% | +70.0% |
| All | +175.8% | +159.0% | +16.9% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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