+179.2%
XLE vs KDP
+247.6%
-68.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -3.9% | +9.7% | -13.7% | -6.5% |
| 3M | +7.0% | +17.6% | -10.6% | +2.2% |
| 6M | +14.2% | +25.8% | -11.6% | +6.6% |
| YTD | +48.2% | +33.9% | +14.3% | +35.6% |
| 1Y | +47.7% | +38.9% | +8.8% | +33.7% |
| 3Y | +70.0% | +26.8% | +43.2% | +55.0% |
| 5Y | +169.1% | +16.3% | +152.8% | +149.8% |
| All | +179.2% | +247.6% | -68.4% | +139.7% |
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