+6.4%
KDP vs ELV
-6.4%
+12.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +8.5% | +2.0% | +6.5% | +8.2% |
| 3M | +6.6% | -3.5% | +10.1% | +6.8% |
| 6M | +17.1% | +40.2% | -23.1% | +12.5% |
| YTD | +19.0% | +15.8% | +3.2% | +16.5% |
| 1Y | +21.8% | +33.2% | -11.4% | +16.7% |
| 3Y | +6.4% | -6.2% | +12.7% | +6.2% |
| All | +6.4% | -6.4% | +12.8% | +6.2% |
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