+26.8%
KDP vs XRT
+58.7%
-31.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | +9.7% | +7.5% | +2.2% | +8.0% |
| 3M | +17.6% | +2.2% | +15.4% | +17.0% |
| 6M | +25.8% | +14.7% | +11.1% | +22.6% |
| YTD | +33.9% | +7.5% | +26.4% | +31.7% |
| 1Y | +38.9% | +14.1% | +24.8% | +35.3% |
| 3Y | +26.8% | +58.8% | -32.0% | +12.6% |
| All | +26.8% | +58.7% | -31.9% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling