+82.8%
XLI vs KDP
+6.3%
+76.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.0% | +2.1% | -1.1% | +0.5% |
| 30D | -5.8% | +8.5% | -14.3% | -7.6% |
| 3M | +0.7% | +6.6% | -5.9% | -1.1% |
| 6M | +3.2% | +17.1% | -13.9% | -1.2% |
| YTD | +13.0% | +19.0% | -6.0% | +7.6% |
| 1Y | +16.8% | +21.8% | -5.0% | +10.2% |
| 3Y | +72.4% | +6.4% | +66.0% | +66.7% |
| 5Y | +82.8% | +5.1% | +77.6% | +77.4% |
| All | +82.8% | +6.3% | +76.5% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling