+231.7%
XLI vs KDP
+264.7%
-33.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.9% |
| 7D | +0.9% | +4.0% | -3.1% | -0.1% |
| 30D | +1.1% | +16.8% | -15.7% | -2.9% |
| 3M | -7.7% | +32.0% | -39.7% | -14.2% |
| 6M | -1.8% | +35.2% | -37.0% | -9.7% |
| YTD | +11.1% | +40.9% | -29.8% | +0.7% |
| 1Y | +12.1% | +47.7% | -35.5% | +0.3% |
| 3Y | +73.8% | +34.8% | +39.0% | +56.9% |
| 5Y | +73.8% | +22.6% | +51.1% | +61.0% |
| 10Y | +231.7% | +266.4% | -34.7% | +167.2% |
| All | +231.7% | +264.7% | -33.0% | +167.2% |
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