+239.1%
KDP vs EIX
+34.9%
+204.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | -4.0% | -1.5% | -2.5% | -3.7% |
| 30D | +8.5% | +8.1% | +0.3% | +6.7% |
| 3M | +20.7% | -12.1% | +32.8% | +22.8% |
| 6M | +23.2% | -13.4% | +36.6% | +25.6% |
| YTD | +30.5% | +5.6% | +24.9% | +26.9% |
| 1Y | +35.9% | +7.8% | +28.0% | +31.5% |
| 3Y | +24.8% | +9.8% | +15.0% | +18.1% |
| 5Y | +13.4% | +18.8% | -5.4% | +4.4% |
| All | +239.1% | +34.9% | +204.2% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling