+706.7%
ETN vs KDP
+172.7%
+534.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | -3.7% | +7.2% | +4.5% |
| 30D | -7.5% | +6.2% | -13.7% | -9.1% |
| 3M | +8.3% | +1.2% | +7.1% | +7.2% |
| 6M | +20.2% | +15.3% | +4.8% | +14.3% |
| YTD | +34.7% | +14.8% | +19.9% | +28.1% |
| 1Y | +19.4% | +17.6% | +1.8% | +12.3% |
| 3Y | +85.5% | +2.1% | +83.4% | +78.4% |
| 5Y | +186.6% | +2.7% | +183.9% | +174.7% |
| All | +706.7% | +172.7% | +534.0% | +586.2% |
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