+135.7%
XLP vs KDP
+258.4%
-122.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | +2.3% | +8.2% | -5.9% | 0.0% |
| 30D | +9.1% | +18.4% | -9.2% | +3.9% |
| 3M | +7.9% | +29.2% | -21.4% | +0.1% |
| 6M | +9.6% | +32.3% | -22.7% | +0.9% |
| YTD | +19.4% | +38.5% | -19.0% | +8.4% |
| 1Y | +22.4% | +48.5% | -26.1% | +8.9% |
| 3Y | +43.2% | +32.5% | +10.7% | +30.4% |
| 5Y | +42.6% | +19.7% | +22.9% | +33.4% |
| All | +135.7% | +258.4% | -122.7% | +76.9% |
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