+167.2%
XLE vs KDP
+231.8%
-64.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -12.0% | +2.2% | -14.2% | -12.6% |
| 30D | -2.7% | +19.9% | -22.7% | -7.3% |
| 3M | +6.6% | +21.5% | -14.9% | +1.0% |
| 6M | +9.5% | +30.1% | -20.6% | +1.5% |
| YTD | +40.6% | +34.9% | +5.6% | +28.6% |
| 1Y | +43.6% | +43.4% | +0.2% | +29.1% |
| 3Y | +58.1% | +29.1% | +29.0% | +43.7% |
| 5Y | +152.2% | +15.0% | +137.2% | +135.5% |
| All | +167.2% | +231.8% | -64.6% | +124.2% |
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