+5.1%
KDP vs XPO
+271.9%
-266.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +2.1% | +2.7% | -0.6% | +1.9% |
| 30D | +8.5% | -6.2% | +14.6% | +8.9% |
| 3M | +6.6% | -15.4% | +22.0% | +7.8% |
| 6M | +17.1% | +0.7% | +16.3% | +16.8% |
| YTD | +19.0% | +39.8% | -20.8% | +15.7% |
| 1Y | +21.8% | +43.3% | -21.5% | +17.9% |
| 3Y | +6.4% | +166.0% | -159.6% | -4.4% |
| 5Y | +5.1% | +274.2% | -269.0% | -11.5% |
| All | +5.1% | +271.9% | -266.8% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling