+43.4%
KDP vs ECL
+17.6%
+25.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +2.2% | -0.8% | +3.0% | +2.6% |
| 30D | +19.9% | +8.1% | +11.8% | +16.4% |
| 3M | +21.5% | +6.4% | +15.1% | +18.5% |
| 6M | +30.1% | +14.8% | +15.3% | +23.8% |
| YTD | +34.9% | +15.5% | +19.5% | +32.6% |
| 1Y | +43.4% | +20.1% | +23.3% | +41.5% |
| All | +43.4% | +17.6% | +25.7% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling