+135.9%
XLU vs KDP
+172.7%
-36.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -3.7% | +2.1% | -0.7% |
| 30D | -3.3% | +6.2% | -9.5% | -4.9% |
| 3M | -3.2% | +1.2% | -4.4% | -3.7% |
| 6M | -7.0% | +15.3% | -22.3% | -10.7% |
| YTD | +0.6% | +14.8% | -14.2% | -3.5% |
| 1Y | +2.4% | +17.6% | -15.2% | -2.7% |
| 3Y | +46.3% | +2.1% | +44.1% | +42.8% |
| 5Y | +44.0% | +2.7% | +41.2% | +40.3% |
| All | +135.9% | +172.7% | -36.8% | +92.8% |
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