+175.7%
ETN vs KDP
+3.0%
+172.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.2% |
| 7D | +3.0% | -4.3% | +7.3% | +3.7% |
| 30D | -10.9% | +7.8% | -18.7% | -12.0% |
| 3M | +9.2% | -0.1% | +9.3% | +8.8% |
| 6M | +13.9% | +14.0% | -0.1% | +10.0% |
| YTD | +29.5% | +15.1% | +14.5% | +24.9% |
| 1Y | +14.2% | +18.5% | -4.3% | +9.1% |
| 3Y | +79.9% | +2.9% | +77.0% | +74.5% |
| 5Y | +175.7% | +3.0% | +172.7% | +165.0% |
| All | +175.7% | +3.0% | +172.7% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling