+286.6%
XLF vs KDP
+1,283.7%
-997.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +7.6% | +9.7% | -2.1% | +3.0% |
| 3M | +1.1% | +17.6% | -16.5% | -6.5% |
| 6M | +15.9% | +25.8% | -9.9% | +3.4% |
| YTD | +8.4% | +33.9% | -25.4% | -6.8% |
| 1Y | +12.5% | +38.9% | -26.4% | -5.0% |
| 3Y | +81.6% | +26.8% | +54.8% | +55.3% |
| 5Y | +59.3% | +16.3% | +42.9% | +40.7% |
| 10Y | +225.4% | +248.1% | -22.7% | +47.5% |
| All | +286.6% | +1,283.7% | -997.1% | -40.7% |
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 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