+172.3%
XLE vs KDP
+1,132.0%
-959.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +11.8% | +6.0% | +5.8% | +9.2% |
| 3M | +9.8% | +9.2% | +0.6% | +5.6% |
| 6M | +15.6% | +14.7% | +0.9% | +8.7% |
| YTD | +45.3% | +19.2% | +26.1% | +34.3% |
| 1Y | +48.3% | +15.2% | +33.1% | +38.3% |
| 3Y | +55.4% | +6.0% | +49.5% | +46.4% |
| 5Y | +216.1% | +5.4% | +210.7% | +194.4% |
| 10Y | +178.4% | +171.9% | +6.5% | +64.6% |
| All | +172.3% | +1,132.0% | -959.7% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling