+6.8%
KDP vs EL
-67.1%
+74.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +6.0% | +19.8% | -13.9% | +3.7% |
| 3M | +9.2% | +25.7% | -16.5% | +6.2% |
| 6M | +14.7% | +5.4% | +9.2% | +13.3% |
| YTD | +19.2% | +0.2% | +19.0% | +18.0% |
| 1Y | +15.2% | +20.4% | -5.3% | +11.6% |
| 3Y | +6.0% | -32.1% | +38.1% | +7.0% |
| All | +6.8% | -67.1% | +74.0% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling