+44.4%
XLU vs KDP
+3.0%
+41.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.4% |
| 7D | -1.2% | -4.3% | +3.1% | 0.0% |
| 30D | -2.5% | +7.8% | -10.4% | -4.7% |
| 3M | -2.7% | -0.1% | -2.7% | -3.0% |
| 6M | -7.5% | +14.0% | -21.4% | -11.4% |
| YTD | +0.9% | +15.1% | -14.1% | -3.8% |
| 1Y | +3.3% | +18.5% | -15.2% | -2.9% |
| 3Y | +47.3% | +2.9% | +44.4% | +42.7% |
| 5Y | +44.4% | +3.0% | +41.4% | +40.7% |
| All | +44.4% | +3.0% | +41.4% | +40.7% |
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