+149.9%
XLE vs KDP
+14.9%
+135.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -12.0% | +2.2% | -14.2% | -12.3% |
| 30D | -2.7% | +19.9% | -22.7% | -5.2% |
| 3M | +6.6% | +21.5% | -14.9% | +3.5% |
| 6M | +9.5% | +30.1% | -20.6% | +4.9% |
| YTD | +40.6% | +34.9% | +5.6% | +33.6% |
| 1Y | +43.6% | +43.4% | +0.2% | +35.1% |
| 3Y | +58.1% | +29.1% | +29.0% | +49.2% |
| All | +149.9% | +14.9% | +135.0% | +132.0% |
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