+33.6%
XLY vs KDP
+2.4%
+31.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -3.7% | +2.0% | -1.3% |
| 30D | -4.2% | +6.2% | -10.4% | -4.8% |
| 3M | -2.7% | +1.2% | -3.9% | -2.9% |
| 6M | -0.6% | +15.3% | -16.0% | -2.4% |
| YTD | -5.0% | +14.8% | -19.8% | -6.7% |
| 1Y | -4.1% | +17.6% | -21.7% | -6.2% |
| 3Y | +33.6% | +2.1% | +31.5% | +31.4% |
| All | +33.6% | +2.4% | +31.2% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling