+120.7%
XLK vs KDP
+4.7%
+116.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.3% | -1.6% | +3.9% | +2.3% |
| 30D | +0.8% | +9.5% | -8.7% | +1.0% |
| 3M | +4.1% | +2.6% | +1.4% | +4.1% |
| 6M | +34.8% | +15.6% | +19.1% | +34.7% |
| YTD | +30.8% | +17.3% | +13.5% | +30.7% |
| 1Y | +42.4% | +20.1% | +22.2% | +42.0% |
| All | +120.7% | +4.7% | +116.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling