+1,117.5%
KDP vs XLB
+255.2%
+862.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +1.3% | -1.4% | +2.7% | +1.9% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | +9.2% | +2.0% | +7.2% | +8.1% |
| 6M | +14.7% | +1.8% | +12.9% | +13.5% |
| YTD | +19.2% | +16.6% | +2.6% | +11.3% |
| 1Y | +15.2% | +16.9% | -1.8% | +7.3% |
| 3Y | +6.0% | +32.6% | -26.6% | -7.2% |
| 5Y | +5.4% | +35.6% | -30.2% | -9.7% |
| 10Y | +171.9% | +160.0% | +11.8% | +69.1% |
| All | +1,117.5% | +255.2% | +862.3% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling