+64.5%
ETN vs KDP
+28.1%
+36.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.4% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | -13.4% | +9.7% | -23.1% | -12.6% |
| 3M | -21.9% | +17.6% | -39.5% | -20.9% |
| 6M | -12.8% | +25.8% | -38.6% | -12.0% |
| YTD | +12.1% | +33.9% | -21.8% | +12.9% |
| 1Y | +0.8% | +38.9% | -38.0% | +1.8% |
| 3Y | +64.5% | +26.8% | +37.7% | +66.3% |
| All | +64.5% | +28.1% | +36.4% | +66.3% |
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