+5.1%
KDP vs ELV
+14.2%
-9.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +8.5% | +2.0% | +6.5% | +8.1% |
| 3M | +6.6% | -3.5% | +10.1% | +7.0% |
| 6M | +17.1% | +40.2% | -23.1% | +10.5% |
| YTD | +19.0% | +15.8% | +3.2% | +15.3% |
| 1Y | +21.8% | +33.2% | -11.4% | +14.7% |
| 3Y | +6.4% | -6.2% | +12.7% | +5.5% |
| 5Y | +5.1% | +16.4% | -11.3% | -0.2% |
| All | +5.1% | +14.2% | -9.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling