+20.1%
KDP vs XYZ
+5.0%
+15.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.4% |
| 7D | -1.6% | -3.7% | +2.1% | -1.4% |
| 30D | +9.5% | +0.5% | +9.0% | +9.5% |
| 3M | +2.6% | +16.3% | -13.6% | +2.8% |
| 6M | +15.6% | +21.1% | -5.5% | +15.6% |
| YTD | +17.3% | +22.0% | -4.7% | +17.6% |
| 1Y | +20.1% | +5.2% | +14.9% | +24.6% |
| All | +20.1% | +5.0% | +15.1% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling