+15.2%
KDP vs XPO
+53.4%
-38.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.2% |
| 7D | +1.3% | +2.4% | -1.1% | +1.1% |
| 30D | +6.0% | -3.5% | +9.5% | +6.2% |
| 3M | +9.2% | -11.9% | +21.1% | +10.0% |
| 6M | +14.7% | -10.0% | +24.7% | +15.3% |
| YTD | +19.2% | +42.1% | -22.9% | +17.7% |
| 1Y | +15.2% | +47.6% | -32.4% | +13.6% |
| All | +15.2% | +53.4% | -38.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling