-4.1%
XLC vs KDP
+36.0%
-40.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.4% |
| 7D | +3.1% | -4.0% | +7.1% | +3.4% |
| 30D | -4.2% | +8.5% | -12.7% | -4.8% |
| 3M | -2.1% | +20.7% | -22.8% | -3.4% |
| 6M | -6.6% | +23.2% | -29.8% | -7.7% |
| YTD | -7.8% | +30.5% | -38.3% | -8.8% |
| 1Y | -4.1% | +35.9% | -40.0% | -5.3% |
| All | -4.1% | +36.0% | -40.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling