+133.6%
XLC vs KDP
+123.5%
+10.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | +0.9% |
| 7D | +3.1% | -4.0% | +7.1% | +4.1% |
| 30D | -4.2% | +8.5% | -12.7% | -6.4% |
| 3M | -2.1% | +20.7% | -22.8% | -7.2% |
| 6M | -6.6% | +23.2% | -29.8% | -12.1% |
| YTD | -7.8% | +30.5% | -38.3% | -15.0% |
| 1Y | -4.1% | +35.9% | -40.0% | -12.6% |
| 3Y | +62.6% | +24.8% | +37.8% | +48.5% |
| 5Y | +39.6% | +13.4% | +26.2% | +31.1% |
| All | +133.6% | +123.5% | +10.1% | +90.0% |
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