+192.4%
KDP vs XYZ
+638.9%
-446.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.3% | -1.0% | +2.2% | +1.3% |
| 30D | +6.0% | -1.7% | +7.7% | +6.1% |
| 3M | +9.2% | +16.7% | -7.6% | +8.0% |
| 6M | +14.7% | +26.9% | -12.2% | +12.7% |
| YTD | +19.2% | +27.1% | -8.0% | +16.7% |
| 1Y | +15.2% | +9.3% | +5.9% | +13.8% |
| 3Y | +6.0% | +42.3% | -36.3% | +0.5% |
| 5Y | +5.4% | -69.3% | +74.7% | +8.9% |
| 10Y | +171.9% | +586.8% | -414.9% | +130.9% |
| All | +192.4% | +638.9% | -446.5% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling