+29.1%
KDP vs EL
+3.8%
+25.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +19.9% | +16.5% | +3.4% | +17.8% |
| 3M | +21.5% | +29.2% | -7.7% | +17.8% |
| 6M | +30.1% | +27.9% | +2.2% | +26.0% |
| YTD | +34.9% | +6.2% | +28.7% | +32.6% |
| 1Y | +43.4% | +27.2% | +16.2% | +38.4% |
| 3Y | +29.1% | +3.2% | +25.9% | +21.6% |
| All | +29.1% | +3.8% | +25.3% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling