+139.5%
XLP vs KDP
+247.6%
-108.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +7.3% | +9.7% | -2.4% | +4.4% |
| 3M | +8.1% | +17.6% | -9.5% | +3.0% |
| 6M | +10.5% | +25.8% | -15.3% | +3.1% |
| YTD | +21.2% | +33.9% | -12.7% | +10.9% |
| 1Y | +22.7% | +38.9% | -16.2% | +11.1% |
| 3Y | +44.8% | +26.8% | +18.0% | +33.4% |
| 5Y | +44.7% | +16.3% | +28.4% | +36.4% |
| All | +139.5% | +247.6% | -108.1% | +81.6% |
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