+17.0%
KDP vs EIX
+18.0%
-1.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +19.9% | +9.1% | +10.8% | +17.9% |
| 3M | +21.5% | -10.2% | +31.7% | +22.9% |
| 6M | +30.1% | -11.2% | +41.4% | +31.8% |
| YTD | +34.9% | +4.5% | +30.5% | +31.3% |
| 1Y | +43.4% | +10.9% | +32.5% | +37.4% |
| 3Y | +29.1% | +8.4% | +20.7% | +20.6% |
| All | +17.0% | +18.0% | -1.0% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling