+43.6%
XLE vs KDP
+42.4%
+1.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -12.0% | +2.2% | -14.2% | -11.9% |
| 30D | -2.7% | +19.9% | -22.7% | -3.5% |
| 3M | +6.6% | +21.5% | -14.9% | +5.7% |
| 6M | +9.5% | +30.1% | -20.6% | +7.3% |
| YTD | +40.6% | +34.9% | +5.6% | +36.7% |
| 1Y | +43.6% | +43.4% | +0.2% | +36.8% |
| All | +43.6% | +42.4% | +1.2% | +36.8% |
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