+12.1%
XLI vs KDP
+50.8%
-38.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.2% |
| 7D | +0.9% | +4.0% | -3.1% | +0.6% |
| 30D | +1.1% | +16.8% | -15.7% | -0.2% |
| 3M | -7.7% | +32.0% | -39.7% | -9.8% |
| 6M | -1.8% | +35.2% | -37.0% | -5.2% |
| YTD | +11.1% | +40.9% | -29.8% | +6.7% |
| 1Y | +12.1% | +47.7% | -35.5% | +7.8% |
| All | +12.1% | +50.8% | -38.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling