+239.3%
KDP vs ENB
+99.8%
+139.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | +16.3% | +1.7% | +14.6% | +15.8% |
| 3M | +24.0% | -6.3% | +30.3% | +26.0% |
| 6M | +30.0% | -9.2% | +39.2% | +33.0% |
| YTD | +36.1% | +3.1% | +33.0% | +34.7% |
| 1Y | +46.8% | +3.4% | +43.5% | +45.2% |
| 3Y | +30.5% | +68.9% | -38.5% | +13.2% |
| 5Y | +17.9% | +51.7% | -33.8% | +4.3% |
| 10Y | +239.3% | +98.3% | +140.9% | +169.1% |
| All | +239.3% | +99.8% | +139.5% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling