+252.7%
XLI vs KDP
+178.7%
+74.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | -6.9% | +9.5% | -16.4% | -9.1% |
| 3M | -1.9% | +2.6% | -4.6% | -2.9% |
| 6M | +1.0% | +15.6% | -14.6% | -3.3% |
| YTD | +11.3% | +17.3% | -6.0% | +6.0% |
| 1Y | +15.8% | +20.1% | -4.3% | +9.2% |
| 3Y | +69.8% | +4.9% | +64.9% | +64.1% |
| 5Y | +80.9% | +5.0% | +75.9% | +74.5% |
| All | +252.7% | +178.7% | +74.0% | +204.3% |
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