+43.5%
KDP vs XRT
+18.0%
+25.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.5% | +0.4% | +3.4% |
| 7D | +5.3% | +8.0% | -2.7% | +2.1% |
| 30D | +19.1% | +13.0% | +6.1% | +13.6% |
| 3M | +19.2% | +1.7% | +17.5% | +17.5% |
| 6M | +29.3% | +12.6% | +16.7% | +24.2% |
| YTD | +35.5% | +10.7% | +24.9% | +30.1% |
| 1Y | +43.5% | +18.4% | +25.1% | +36.2% |
| All | +43.5% | +18.0% | +25.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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