+54.6%
XLE vs KDP
+6.1%
+48.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +11.8% | +6.0% | +5.8% | +11.3% |
| 3M | +9.8% | +9.2% | +0.6% | +8.9% |
| 6M | +15.6% | +14.7% | +0.9% | +14.1% |
| YTD | +45.3% | +19.2% | +26.1% | +42.8% |
| 1Y | +48.3% | +15.2% | +33.1% | +46.2% |
| All | +54.6% | +6.1% | +48.6% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling