+1,435.9%
ETN vs KDP
+1,132.0%
+303.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.8% |
| 7D | +2.0% | +1.3% | +0.7% | +1.5% |
| 30D | -7.9% | +6.0% | -13.9% | -10.1% |
| 3M | -1.6% | +9.2% | -10.8% | -5.9% |
| 6M | +16.9% | +14.7% | +2.2% | +9.4% |
| YTD | +30.1% | +19.2% | +10.9% | +19.8% |
| 1Y | +19.3% | +15.2% | +4.1% | +10.6% |
| 3Y | +82.5% | +6.0% | +76.6% | +70.4% |
| 5Y | +166.8% | +5.4% | +161.4% | +148.3% |
| 10Y | +649.7% | +171.9% | +477.8% | +341.9% |
| All | +1,435.9% | +1,132.0% | +303.9% | +292.1% |
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