+1,278.3%
KDP vs XME
+44.9%
+1,233.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.3% |
| 7D | +2.2% | -4.5% | +6.7% | +3.0% |
| 30D | +19.9% | -10.9% | +30.8% | +22.3% |
| 3M | +21.5% | -15.3% | +36.7% | +24.7% |
| 6M | +30.1% | -24.6% | +54.7% | +35.8% |
| YTD | +34.9% | -9.6% | +44.6% | +35.2% |
| 1Y | +43.4% | +2.9% | +40.5% | +39.8% |
| 3Y | +29.1% | +86.9% | -57.8% | +9.6% |
| 5Y | +15.0% | +115.2% | -100.2% | -7.1% |
| 10Y | +234.1% | +305.7% | -71.6% | +121.7% |
| All | +1,278.3% | +44.9% | +1,233.5% | +743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling