+308.5%
XLU vs KDP
+1,112.7%
-804.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -0.4% | +9.5% | -9.9% | -3.1% |
| 3M | -1.7% | +2.6% | -4.4% | -2.8% |
| 6M | -7.1% | +15.6% | -22.7% | -11.3% |
| YTD | +1.9% | +17.3% | -15.4% | -3.3% |
| 1Y | +6.1% | +20.1% | -14.0% | -0.4% |
| 3Y | +48.8% | +4.9% | +43.9% | +43.6% |
| 5Y | +43.8% | +5.0% | +38.8% | +38.4% |
| 10Y | +143.2% | +179.8% | -36.6% | +70.9% |
| All | +308.5% | +1,112.7% | -804.2% | +75.5% |
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