+1,850.5%
XLK vs KDP
+1,132.0%
+718.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | +0.7% | +6.0% | -5.2% | -1.3% |
| 3M | -2.9% | +9.2% | -12.1% | -6.3% |
| 6M | +34.3% | +14.7% | +19.6% | +27.1% |
| YTD | +30.4% | +19.2% | +11.2% | +21.5% |
| 1Y | +43.4% | +15.2% | +28.2% | +34.4% |
| 3Y | +116.8% | +6.0% | +110.9% | +104.9% |
| 5Y | +144.0% | +5.4% | +138.6% | +130.2% |
| 10Y | +778.8% | +171.9% | +606.9% | +471.1% |
| All | +1,850.5% | +1,132.0% | +718.5% | +566.1% |
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 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