+21.3%
XLP vs KDP
+50.8%
-29.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -0.5% | +4.0% | -4.5% | -2.0% |
| 30D | +8.3% | +16.8% | -8.5% | +2.4% |
| 3M | +8.7% | +32.0% | -23.3% | -1.7% |
| 6M | +11.2% | +35.2% | -24.0% | -0.5% |
| YTD | +20.0% | +40.9% | -20.9% | +5.5% |
| 1Y | +21.3% | +47.7% | -26.3% | +4.6% |
| All | +21.3% | +50.8% | -29.4% | +4.6% |
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 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