+124.6%
XLP vs KDP
+231.8%
-107.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.1% |
| 30D | +10.3% | +19.9% | -9.7% | +4.6% |
| 3M | +6.5% | +21.5% | -15.0% | +0.6% |
| 6M | +8.4% | +30.1% | -21.7% | +0.3% |
| YTD | +18.2% | +34.9% | -16.7% | +8.0% |
| 1Y | +22.4% | +43.4% | -21.0% | +9.9% |
| 3Y | +41.9% | +29.1% | +12.8% | +30.1% |
| 5Y | +40.9% | +15.0% | +25.9% | +33.2% |
| All | +124.6% | +231.8% | -107.2% | +71.7% |
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