+438.2%
XLP vs KDP
+1,304.6%
-866.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +3.5% | +4.5% | -1.0% | +2.1% |
| 30D | +11.6% | +18.5% | -7.0% | +6.0% |
| 3M | +7.6% | +20.8% | -13.2% | +1.6% |
| 6M | +10.0% | +29.4% | -19.4% | +1.6% |
| YTD | +19.7% | +35.9% | -16.2% | +8.7% |
| 1Y | +23.5% | +42.5% | -19.0% | +10.5% |
| 3Y | +44.0% | +29.4% | +14.6% | +31.3% |
| 5Y | +42.7% | +15.8% | +26.9% | +34.1% |
| 10Y | +131.3% | +236.5% | -105.1% | +55.1% |
| All | +438.2% | +1,304.6% | -866.4% | +132.9% |
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 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