+111.4%
XLK vs KDP
+16.7%
+94.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.4% |
| 30D | -10.6% | +9.7% | -20.3% | -11.7% |
| 3M | -10.6% | +17.6% | -28.3% | -12.6% |
| 6M | -3.5% | +25.8% | -29.3% | -7.0% |
| YTD | +18.7% | +33.9% | -15.2% | +12.7% |
| 1Y | +19.4% | +38.9% | -19.4% | +12.5% |
| 3Y | +94.5% | +26.8% | +67.7% | +81.2% |
| All | +111.4% | +16.7% | +94.8% | +107.8% |
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