+24.3%
XLP vs KDP
+41.3%
-17.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +1.2% |
| 7D | +5.9% | +5.3% | +0.5% | +3.8% |
| 30D | +13.5% | +19.1% | -5.6% | +6.7% |
| 3M | +8.4% | +19.2% | -10.7% | +1.8% |
| 6M | +11.5% | +29.3% | -17.7% | +1.7% |
| YTD | +20.6% | +35.5% | -14.9% | +8.0% |
| 1Y | +24.3% | +43.5% | -19.2% | +9.2% |
| All | +24.3% | +41.3% | -17.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling