+32.5%
KDP vs ELV
-0.6%
+33.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -1.0% | +1.4% |
| 7D | +8.2% | +3.8% | +4.4% | +7.7% |
| 30D | +18.4% | +4.1% | +14.2% | +17.8% |
| 3M | +29.2% | +8.5% | +20.7% | +28.0% |
| 6M | +32.3% | +14.6% | +17.7% | +29.9% |
| YTD | +38.5% | +24.4% | +14.1% | +34.3% |
| 1Y | +48.5% | +44.2% | +4.3% | +41.0% |
| 3Y | +32.5% | -1.4% | +33.9% | +29.6% |
| All | +32.5% | -0.6% | +33.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling