-5.5%
ETN vs KDP
+41.3%
-46.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.9% | -15.8% | -8.4% |
| 7D | -10.1% | +5.3% | -15.5% | -9.0% |
| 30D | -18.4% | +19.1% | -37.5% | -16.5% |
| 3M | -20.4% | +19.2% | -39.6% | -18.5% |
| 6M | -16.0% | +29.3% | -45.3% | -16.8% |
| YTD | +11.8% | +35.5% | -23.7% | +9.8% |
| 1Y | -5.5% | +43.5% | -49.0% | -5.4% |
| All | -5.5% | +41.3% | -46.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling