+170.1%
KDP vs ELV
+278.2%
-108.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.9% |
| 7D | -4.3% | +0.9% | -5.2% | -4.5% |
| 30D | +7.8% | +7.2% | +0.6% | +6.5% |
| 3M | -0.1% | +3.4% | -3.5% | -0.9% |
| 6M | +14.0% | +48.6% | -34.6% | +5.7% |
| YTD | +15.1% | +20.6% | -5.5% | +10.2% |
| 1Y | +18.5% | +38.5% | -20.0% | +10.3% |
| 3Y | +2.9% | -2.4% | +5.3% | +0.9% |
| 5Y | +3.0% | +25.3% | -22.4% | -4.6% |
| All | +170.1% | +278.2% | -108.1% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling