+1,117.5%
KDP vs ELV
+893.3%
+224.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +1.3% | +3.3% | -2.0% | +0.5% |
| 30D | +6.0% | +4.2% | +1.8% | +5.0% |
| 3M | +9.2% | -0.1% | +9.3% | +8.8% |
| 6M | +14.7% | +41.3% | -26.6% | +5.0% |
| YTD | +19.2% | +17.4% | +1.8% | +13.2% |
| 1Y | +15.2% | +35.1% | -19.9% | +5.4% |
| 3Y | +6.0% | -3.2% | +9.2% | +3.2% |
| 5Y | +5.4% | +15.6% | -10.2% | -3.4% |
| 10Y | +171.9% | +276.8% | -104.9% | +67.9% |
| All | +1,117.5% | +893.3% | +224.2% | +362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling