+528.5%
XLI vs KDP
+1,306.6%
-778.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -0.2% | +16.3% | -16.5% | -5.5% |
| 3M | -8.6% | +24.0% | -32.5% | -15.6% |
| 6M | -2.0% | +30.0% | -32.0% | -11.4% |
| YTD | +9.7% | +36.1% | -26.3% | -2.8% |
| 1Y | +11.4% | +46.8% | -35.4% | -4.1% |
| 3Y | +74.2% | +30.5% | +43.7% | +53.1% |
| 5Y | +70.0% | +17.9% | +52.1% | +54.2% |
| 10Y | +235.2% | +239.3% | -4.0% | +91.3% |
| All | +528.5% | +1,306.6% | -778.0% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling