+245.7%
KDP vs XYZ
+665.4%
-419.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | -2.2% | +6.1% | +4.1% |
| 30D | +16.8% | +11.6% | +5.2% | +15.9% |
| 3M | +32.0% | +8.4% | +23.6% | +31.2% |
| 6M | +35.2% | +17.2% | +18.0% | +33.4% |
| YTD | +40.9% | +31.7% | +9.2% | +37.5% |
| 1Y | +47.7% | +30.1% | +17.6% | +44.1% |
| 3Y | +34.8% | +66.4% | -31.7% | +26.4% |
| 5Y | +22.6% | -62.2% | +84.8% | +24.5% |
| 10Y | +266.4% | +621.5% | -355.1% | +210.2% |
| All | +245.7% | +665.4% | -419.7% | +195.0% |
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 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