+64.4%
XLF vs KDP
+3.6%
+60.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.0% | -1.6% | +0.5% | -0.7% |
| 30D | -1.3% | +9.5% | -10.8% | -3.4% |
| 3M | +9.1% | +2.6% | +6.5% | +8.2% |
| 6M | +14.4% | +15.6% | -1.3% | +9.9% |
| YTD | +5.1% | +17.3% | -12.2% | +0.3% |
| 1Y | +8.6% | +20.1% | -11.5% | +2.7% |
| 3Y | +74.4% | +4.9% | +69.5% | +69.4% |
| 5Y | +64.4% | +5.0% | +59.4% | +60.0% |
| All | +64.4% | +3.6% | +60.7% | +60.0% |
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