+623.2%
XLV vs KDP
+1,112.7%
-489.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -3.7% | -1.6% | -2.1% | -3.3% |
| 30D | -1.1% | +9.5% | -10.6% | -3.6% |
| 3M | +8.2% | +2.6% | +5.6% | +7.2% |
| 6M | +8.9% | +15.6% | -6.7% | +4.2% |
| YTD | +8.5% | +17.3% | -8.8% | +3.3% |
| 1Y | +22.3% | +20.1% | +2.2% | +15.3% |
| 3Y | +32.6% | +4.9% | +27.7% | +28.4% |
| 5Y | +34.4% | +5.0% | +29.4% | +29.5% |
| 10Y | +175.4% | +179.8% | -4.4% | +96.1% |
| All | +623.2% | +1,112.7% | -489.5% | +221.7% |
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 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