+133.1%
XLC vs KDP
+133.1%
0.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -2.7% | +16.3% | -19.0% | -6.6% |
| 3M | -3.2% | +24.0% | -27.2% | -8.7% |
| 6M | -7.7% | +30.0% | -37.6% | -14.2% |
| YTD | -8.0% | +36.1% | -44.1% | -16.0% |
| 1Y | -3.1% | +46.8% | -49.9% | -13.4% |
| 3Y | +64.9% | +30.5% | +34.4% | +49.0% |
| 5Y | +39.5% | +17.9% | +21.6% | +29.8% |
| All | +133.1% | +133.1% | 0.0% | +87.8% |
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