+745.8%
XBI vs KDP
+1,248.7%
-502.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -1.0% |
| 7D | +1.9% | -4.0% | +5.9% | +3.1% |
| 30D | +3.0% | +8.5% | -5.5% | +0.2% |
| 3M | -5.1% | +20.7% | -25.8% | -11.1% |
| 6M | +12.2% | +23.2% | -11.0% | +3.9% |
| YTD | +24.1% | +30.5% | -6.4% | +12.3% |
| 1Y | +33.1% | +35.9% | -2.8% | +18.7% |
| 3Y | +127.3% | +24.8% | +102.4% | +105.0% |
| 5Y | +20.2% | +13.4% | +6.8% | +11.5% |
| 10Y | +131.6% | +239.3% | -107.8% | +44.7% |
| All | +745.8% | +1,248.7% | -502.8% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling