+217.7%
XLF vs KDP
+247.6%
-29.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +7.6% | +9.7% | -2.1% | +4.8% |
| 3M | +1.1% | +17.6% | -16.5% | -3.6% |
| 6M | +15.9% | +25.8% | -9.9% | +8.1% |
| YTD | +8.4% | +33.9% | -25.4% | -1.2% |
| 1Y | +12.5% | +38.9% | -26.4% | +1.3% |
| 3Y | +81.6% | +26.8% | +54.8% | +65.3% |
| 5Y | +59.3% | +16.3% | +42.9% | +48.8% |
| All | +217.7% | +247.6% | -29.9% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling