+7.6%
KDP vs EIX
-3.3%
+10.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.3% | -19.1% | +20.4% | +4.1% |
| 30D | +6.0% | -16.9% | +22.9% | +8.3% |
| 3M | +9.2% | -20.0% | +29.2% | +12.3% |
| 6M | +14.7% | -21.3% | +36.0% | +18.3% |
| YTD | +19.2% | -1.7% | +20.9% | +18.1% |
| 1Y | +15.2% | +9.6% | +5.6% | +11.9% |
| All | +7.6% | -3.3% | +10.9% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling