+788.5%
XLK vs KDP
+172.7%
+615.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -3.7% | +3.9% | +1.1% |
| 30D | -0.6% | +6.2% | -6.8% | -2.2% |
| 3M | +2.6% | +1.2% | +1.3% | +1.8% |
| 6M | +34.0% | +15.3% | +18.6% | +28.0% |
| YTD | +30.7% | +14.8% | +15.9% | +24.7% |
| 1Y | +39.2% | +17.6% | +21.6% | +31.4% |
| 3Y | +120.4% | +2.1% | +118.3% | +113.0% |
| 5Y | +148.8% | +2.7% | +146.1% | +139.9% |
| All | +788.5% | +172.7% | +615.8% | +629.1% |
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