+6.8%
KDP vs ECL
+31.2%
-24.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -2.6% | +3.9% | +2.0% |
| 30D | +6.0% | -2.2% | +8.2% | +6.6% |
| 3M | +9.2% | +10.1% | -0.9% | +6.2% |
| 6M | +14.7% | -5.7% | +20.4% | +16.3% |
| YTD | +19.2% | +7.0% | +12.2% | +16.8% |
| 1Y | +15.2% | +2.7% | +12.5% | +13.9% |
| 3Y | +6.0% | +57.7% | -51.7% | -7.4% |
| All | +6.8% | +31.2% | -24.4% | -5.5% |
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