+12.3%
XLI vs KDP
+39.5%
-27.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | +3.8% | -0.8% | +4.5% | +3.8% |
| 30D | +1.0% | +9.7% | -8.7% | +0.2% |
| 3M | -8.9% | +17.6% | -26.5% | -10.2% |
| 6M | -2.3% | +25.8% | -28.1% | -5.0% |
| YTD | +9.7% | +33.9% | -24.2% | +5.7% |
| 1Y | +12.3% | +38.9% | -26.6% | +8.7% |
| All | +12.3% | +39.5% | -27.2% | +8.7% |
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 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