+175.8%
KDP vs EL
+31.4%
+144.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +2.1% | +1.7% | +0.4% | +1.8% |
| 30D | +8.5% | +15.5% | -7.0% | +5.9% |
| 3M | +6.6% | +20.6% | -13.9% | +3.4% |
| 6M | +17.1% | +10.5% | +6.6% | +14.5% |
| YTD | +19.0% | -1.9% | +20.9% | +17.9% |
| 1Y | +21.8% | +16.1% | +5.7% | +17.3% |
| 3Y | +6.4% | -30.2% | +36.7% | +7.9% |
| 5Y | +5.1% | -67.4% | +72.5% | +21.6% |
| 10Y | +175.8% | +31.2% | +144.6% | +134.7% |
| All | +175.8% | +31.4% | +144.5% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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