+1,117.5%
KDP vs ECL
+647.8%
+469.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -2.6% | +3.9% | +2.2% |
| 30D | +6.0% | -2.2% | +8.2% | +6.7% |
| 3M | +9.2% | +10.1% | -0.9% | +5.7% |
| 6M | +14.7% | -5.7% | +20.4% | +16.6% |
| YTD | +19.2% | +7.0% | +12.2% | +16.2% |
| 1Y | +15.2% | +2.7% | +12.5% | +13.6% |
| 3Y | +6.0% | +57.7% | -51.7% | -10.1% |
| 5Y | +5.4% | +31.1% | -25.7% | -6.9% |
| 10Y | +171.9% | +150.9% | +21.0% | +82.6% |
| All | +1,117.5% | +647.8% | +469.7% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling