+161.9%
XLE vs KDP
+21.7%
+140.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.6% |
| 7D | -0.2% | +4.0% | -4.2% | -0.7% |
| 30D | -4.0% | +16.8% | -20.8% | -6.0% |
| 3M | +4.6% | +32.0% | -27.4% | +0.5% |
| 6M | +12.3% | +35.2% | -22.8% | +7.1% |
| YTD | +44.5% | +40.9% | +3.6% | +36.7% |
| 1Y | +42.4% | +47.7% | -5.2% | +33.6% |
| 3Y | +67.0% | +34.8% | +32.2% | +56.8% |
| 5Y | +161.9% | +22.6% | +139.3% | +139.7% |
| All | +161.9% | +21.7% | +140.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling