+239.3%
KDP vs XLB
+173.6%
+65.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | +16.3% | +7.1% | +9.2% | +13.3% |
| 3M | +24.0% | +0.6% | +23.4% | +23.8% |
| 6M | +30.0% | +3.5% | +26.5% | +28.1% |
| YTD | +36.1% | +18.2% | +17.8% | +27.0% |
| 1Y | +46.8% | +25.6% | +21.2% | +33.7% |
| 3Y | +30.5% | +46.7% | -16.2% | +10.6% |
| 5Y | +17.9% | +30.9% | -13.0% | +3.5% |
| 10Y | +239.3% | +167.7% | +71.5% | +115.1% |
| All | +239.3% | +173.6% | +65.7% | +115.1% |
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