+789.7%
XLY vs KDP
+1,130.5%
-340.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -1.2% |
| 30D | -4.9% | +8.5% | -13.4% | -7.7% |
| 3M | -1.0% | +6.6% | -7.6% | -3.6% |
| 6M | 0.0% | +17.1% | -17.1% | -6.1% |
| YTD | -4.2% | +19.0% | -23.2% | -10.8% |
| 1Y | -2.7% | +21.8% | -24.4% | -10.6% |
| 3Y | +38.4% | +6.4% | +32.0% | +30.9% |
| 5Y | +28.9% | +5.1% | +23.8% | +21.8% |
| 10Y | +214.7% | +175.8% | +38.9% | +95.6% |
| All | +789.7% | +1,130.5% | -340.8% | +163.4% |
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 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