+1.8%
KDP vs XLRE
+8.4%
-6.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -3.7% | -1.2% | -2.5% | -3.2% |
| 30D | +6.2% | -2.4% | +8.6% | +7.3% |
| 3M | +1.2% | -2.5% | +3.7% | +2.4% |
| 6M | +15.3% | +4.0% | +11.4% | +13.8% |
| YTD | +14.8% | +9.3% | +5.5% | +11.1% |
| 1Y | +17.6% | +5.6% | +12.0% | +15.3% |
| 3Y | +2.1% | +31.3% | -29.2% | -8.2% |
| All | +1.8% | +8.4% | -6.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling