+239.3%
KDP vs XRT
+163.3%
+76.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | -0.1% |
| 7D | +0.3% | +2.5% | -2.1% | -0.3% |
| 30D | +16.3% | +10.3% | +6.0% | +13.4% |
| 3M | +24.0% | +2.4% | +21.6% | +23.2% |
| 6M | +30.0% | +10.0% | +20.0% | +26.8% |
| YTD | +36.1% | +9.5% | +26.5% | +32.7% |
| 1Y | +46.8% | +17.2% | +29.7% | +40.7% |
| 3Y | +30.5% | +62.0% | -31.5% | +13.3% |
| 5Y | +17.9% | -2.1% | +20.0% | +15.6% |
| 10Y | +239.3% | +152.6% | +86.7% | +118.1% |
| All | +239.3% | +163.3% | +76.0% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling