+17.0%
KDP vs ED
+80.7%
-63.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.4% |
| 7D | +2.2% | +1.6% | +0.6% | +1.5% |
| 30D | +19.9% | +13.3% | +6.6% | +13.7% |
| 3M | +21.5% | +9.7% | +11.8% | +16.8% |
| 6M | +30.1% | +12.8% | +17.3% | +23.6% |
| YTD | +34.9% | +22.3% | +12.6% | +23.7% |
| 1Y | +43.4% | +26.3% | +17.1% | +29.5% |
| 3Y | +29.1% | +45.0% | -15.9% | +8.5% |
| All | +17.0% | +80.7% | -63.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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