+175.8%
KDP vs EIX
+23.2%
+152.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.1% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | +8.5% | -13.5% | +22.0% | +10.8% |
| 3M | +6.6% | -15.3% | +21.9% | +9.3% |
| 6M | +17.1% | -15.3% | +32.4% | +19.9% |
| YTD | +19.0% | +2.7% | +16.3% | +16.5% |
| 1Y | +21.8% | +17.4% | +4.3% | +15.3% |
| 3Y | +6.4% | -1.3% | +7.8% | +3.2% |
| 5Y | +5.1% | +27.2% | -22.0% | -4.9% |
| 10Y | +175.8% | +22.7% | +153.1% | +135.1% |
| All | +175.8% | +23.2% | +152.7% | +135.1% |
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