+17.9%
KDP vs XYZ
-62.9%
+80.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.7% |
| 7D | +0.3% | +14.9% | -14.6% | -0.4% |
| 30D | +16.3% | +14.7% | +1.7% | +15.4% |
| 3M | +24.0% | +12.1% | +11.9% | +23.2% |
| 6M | +30.0% | +18.3% | +11.7% | +28.7% |
| YTD | +36.1% | +36.1% | 0.0% | +33.7% |
| 1Y | +46.8% | +35.3% | +11.5% | +44.2% |
| 3Y | +30.5% | +73.5% | -43.0% | +23.9% |
| 5Y | +17.9% | -61.6% | +79.5% | +12.0% |
| All | +17.9% | -62.9% | +80.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling