+239.1%
KDP vs XME
+266.4%
-27.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.1% |
| 7D | -4.0% | +5.3% | -9.3% | -4.7% |
| 30D | +8.5% | -8.2% | +16.7% | +9.6% |
| 3M | +20.7% | -18.4% | +39.1% | +23.7% |
| 6M | +23.2% | -22.8% | +46.0% | +26.9% |
| YTD | +30.5% | -7.9% | +38.4% | +30.1% |
| 1Y | +35.9% | -0.9% | +36.7% | +33.7% |
| 3Y | +24.8% | +96.0% | -71.1% | +7.2% |
| 5Y | +13.4% | +110.3% | -96.9% | -5.7% |
| All | +239.1% | +266.4% | -27.3% | +118.9% |
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