+1,117.5%
KDP vs XRT
+584.0%
+533.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | +6.0% | -4.2% | +10.2% | +7.5% |
| 3M | +9.2% | +5.1% | +4.1% | +7.4% |
| 6M | +14.7% | +2.4% | +12.3% | +13.6% |
| YTD | +19.2% | +3.2% | +16.0% | +17.6% |
| 1Y | +15.2% | +1.5% | +13.6% | +14.1% |
| 3Y | +6.0% | +40.6% | -34.6% | -7.6% |
| 5Y | +5.4% | -1.0% | +6.4% | +0.9% |
| 10Y | +171.9% | +128.4% | +43.5% | +74.1% |
| All | +1,117.5% | +584.0% | +533.5% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling