+229.6%
KDP vs ECL
+199.1%
+30.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +19.9% | +8.1% | +11.8% | +17.3% |
| 3M | +21.5% | +6.4% | +15.1% | +19.3% |
| 6M | +30.1% | +14.8% | +15.3% | +24.9% |
| YTD | +34.9% | +15.5% | +19.5% | +29.2% |
| 1Y | +43.4% | +20.1% | +23.3% | +35.6% |
| 3Y | +29.1% | +77.8% | -48.7% | +8.2% |
| 5Y | +15.0% | +37.9% | -22.9% | +1.8% |
| All | +229.6% | +199.1% | +30.5% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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