+20.8%
XBI vs KDP
+3.6%
+17.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.3% |
| 7D | -3.6% | -1.6% | -2.1% | -3.3% |
| 30D | +0.9% | +9.5% | -8.6% | -1.2% |
| 3M | +21.4% | +2.6% | +18.8% | +20.3% |
| 6M | +25.5% | +15.6% | +9.9% | +20.4% |
| YTD | +30.8% | +17.3% | +13.5% | +24.8% |
| 1Y | +68.6% | +20.1% | +48.5% | +59.3% |
| 3Y | +103.9% | +4.9% | +99.0% | +97.5% |
| 5Y | +20.8% | +5.0% | +15.8% | +18.8% |
| All | +20.8% | +3.6% | +17.1% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling