+42.4%
XLE vs KDP
+50.8%
-8.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.9% |
| 7D | -0.2% | +4.0% | -4.2% | -0.2% |
| 30D | -4.0% | +16.8% | -20.8% | -4.3% |
| 3M | +4.6% | +32.0% | -27.4% | +3.6% |
| 6M | +12.3% | +35.2% | -22.8% | +10.1% |
| YTD | +44.5% | +40.9% | +3.6% | +40.4% |
| 1Y | +42.4% | +47.7% | -5.2% | +35.2% |
| All | +42.4% | +50.8% | -8.3% | +35.2% |
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 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