+141.4%
XLC vs KDP
+103.9%
+37.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +2.1% | -1.5% | 0.0% |
| 30D | +0.2% | +8.5% | -8.2% | -1.9% |
| 3M | +0.6% | +6.6% | -6.0% | -1.3% |
| 6M | -4.5% | +17.1% | -21.6% | -8.9% |
| YTD | -4.7% | +19.0% | -23.8% | -9.7% |
| 1Y | -1.7% | +21.8% | -23.4% | -7.7% |
| 3Y | +72.3% | +6.4% | +65.8% | +65.2% |
| 5Y | +37.8% | +5.1% | +32.6% | +32.0% |
| All | +141.4% | +103.9% | +37.5% | +101.8% |
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 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