+169.4%
XLV vs KDP
+172.7%
-3.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -3.7% | +0.1% | -2.7% |
| 30D | -1.8% | +6.2% | -8.0% | -3.2% |
| 3M | +7.8% | +1.2% | +6.6% | +7.3% |
| 6M | +9.1% | +15.3% | -6.2% | +5.2% |
| YTD | +7.7% | +14.8% | -7.1% | +3.9% |
| 1Y | +20.4% | +17.6% | +2.8% | +15.1% |
| 3Y | +30.8% | +2.1% | +28.6% | +28.3% |
| 5Y | +34.6% | +2.7% | +31.9% | +31.7% |
| All | +169.4% | +172.7% | -3.3% | +144.4% |
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