+256.4%
KDP vs XME
+270.2%
-13.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +8.2% | -0.2% | +8.4% | +8.2% |
| 30D | +18.4% | -9.2% | +27.5% | +19.7% |
| 3M | +29.2% | -17.8% | +47.0% | +32.3% |
| 6M | +32.3% | -20.0% | +52.3% | +35.5% |
| YTD | +38.5% | -6.6% | +45.1% | +37.8% |
| 1Y | +48.5% | +1.8% | +46.7% | +45.6% |
| 3Y | +32.5% | +98.7% | -66.3% | +13.6% |
| 5Y | +19.7% | +123.9% | -104.2% | -1.6% |
| 10Y | +256.4% | +277.9% | -21.5% | +129.0% |
| All | +256.4% | +270.2% | -13.8% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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