+247.9%
KDP vs ELV
+268.6%
-20.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +1.0% | -1.7% | -1.0% |
| 30D | +9.7% | +0.4% | +9.3% | +9.6% |
| 3M | +17.6% | +8.4% | +9.2% | +15.9% |
| 6M | +25.8% | +8.4% | +17.3% | +23.5% |
| YTD | +33.9% | +24.4% | +9.5% | +27.4% |
| 1Y | +38.9% | +33.5% | +5.4% | +30.3% |
| 3Y | +26.8% | -2.1% | +28.9% | +24.4% |
| 5Y | +16.3% | +5.8% | +10.6% | +11.4% |
| All | +247.9% | +268.6% | -20.7% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling