+247.9%
KDP vs XYZ
+597.9%
-350.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | +9.7% | +11.5% | -1.8% | +8.8% |
| 3M | +17.6% | +1.8% | +15.8% | +17.3% |
| 6M | +25.8% | +21.2% | +4.6% | +23.8% |
| YTD | +33.9% | +29.9% | +3.9% | +30.6% |
| 1Y | +38.9% | +35.8% | +3.1% | +34.9% |
| 3Y | +26.8% | +62.6% | -35.8% | +18.5% |
| 5Y | +16.3% | -62.8% | +79.1% | +19.0% |
| All | +247.9% | +597.9% | -350.0% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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