+395.6%
XLP vs KDP
+1,132.0%
-736.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | -0.9% | +6.0% | -6.9% | -2.7% |
| 3M | +3.8% | +9.2% | -5.4% | +0.9% |
| 6M | -1.7% | +14.7% | -16.4% | -6.0% |
| YTD | +10.3% | +19.2% | -8.9% | +4.2% |
| 1Y | +7.8% | +15.2% | -7.4% | +2.6% |
| 3Y | +27.2% | +6.0% | +21.2% | +23.0% |
| 5Y | +32.5% | +5.4% | +27.1% | +28.1% |
| 10Y | +101.8% | +171.9% | -70.1% | +44.4% |
| All | +395.6% | +1,132.0% | -736.4% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling