+142.5%
XLC vs KDP
+104.2%
+38.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | +1.0% | +6.0% | -4.9% | -0.6% |
| 3M | -0.7% | +9.2% | -9.9% | -3.2% |
| 6M | -5.1% | +14.7% | -19.8% | -9.0% |
| YTD | -4.3% | +19.2% | -23.5% | -9.3% |
| 1Y | -0.6% | +15.2% | -15.7% | -5.2% |
| 3Y | +72.7% | +6.0% | +66.7% | +65.9% |
| 5Y | +38.0% | +5.4% | +32.6% | +32.1% |
| All | +142.5% | +104.2% | +38.3% | +102.6% |
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