+1,232.8%
KDP vs ELV
+952.4%
+280.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | +8.5% | +1.1% | +7.4% | +8.2% |
| 3M | +20.7% | +8.2% | +12.5% | +18.4% |
| 6M | +23.2% | +10.2% | +12.9% | +19.7% |
| YTD | +30.5% | +24.4% | +6.1% | +22.1% |
| 1Y | +35.9% | +33.8% | +2.0% | +24.8% |
| 3Y | +24.8% | -1.4% | +26.2% | +21.0% |
| 5Y | +13.4% | +5.8% | +7.6% | +6.6% |
| 10Y | +239.3% | +269.1% | -29.8% | +112.0% |
| All | +1,232.8% | +952.4% | +280.4% | +398.9% |
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