+51.6%
XLU vs KDP
+16.7%
+34.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +5.6% | +9.7% | -4.2% | +2.6% |
| 3M | +0.7% | +17.6% | -16.9% | -4.1% |
| 6M | -0.1% | +25.8% | -25.8% | -7.0% |
| YTD | +5.3% | +33.9% | -28.6% | -4.2% |
| 1Y | +2.2% | +38.9% | -36.7% | -8.2% |
| 3Y | +61.6% | +26.8% | +34.8% | +45.5% |
| All | +51.6% | +16.7% | +34.9% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling