+149.7%
XBI vs KDP
+172.7%
-23.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -3.7% | -1.0% | -3.7% |
| 30D | -2.0% | +6.2% | -8.2% | -3.8% |
| 3M | +17.8% | +1.2% | +16.6% | +16.8% |
| 6M | +23.7% | +15.3% | +8.4% | +17.8% |
| YTD | +28.2% | +14.8% | +13.4% | +22.0% |
| 1Y | +64.0% | +17.6% | +46.4% | +54.5% |
| 3Y | +99.4% | +2.1% | +97.3% | +93.4% |
| 5Y | +19.3% | +2.7% | +16.6% | +15.3% |
| All | +149.7% | +172.7% | -23.0% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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