+1,278.3%
KDP vs ED
+493.2%
+785.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | +19.9% | +13.3% | +6.6% | +14.4% |
| 3M | +21.5% | +9.7% | +11.8% | +17.3% |
| 6M | +30.1% | +12.8% | +17.3% | +24.2% |
| YTD | +34.9% | +22.3% | +12.6% | +24.8% |
| 1Y | +43.4% | +26.3% | +17.1% | +30.8% |
| 3Y | +29.1% | +45.0% | -15.9% | +10.9% |
| 5Y | +15.0% | +80.2% | -65.2% | -9.6% |
| 10Y | +234.1% | +129.9% | +104.2% | +116.5% |
| All | +1,278.3% | +493.2% | +785.1% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling