+16.2%
KDP vs ECL
+38.6%
-22.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | -0.8% | +2.9% | -3.6% | -1.6% |
| 30D | +9.7% | +7.5% | +2.2% | +7.4% |
| 3M | +17.6% | +12.2% | +5.4% | +13.7% |
| 6M | +25.8% | +24.6% | +1.2% | +17.9% |
| YTD | +33.9% | +18.8% | +15.1% | +27.1% |
| 1Y | +38.9% | +19.3% | +19.5% | +31.6% |
| 3Y | +26.8% | +78.2% | -51.4% | +6.6% |
| All | +16.2% | +38.6% | -22.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling