+175.8%
KDP vs ENB
+103.5%
+72.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.1% | -0.5% | +2.5% | +2.2% |
| 30D | +8.5% | -0.2% | +8.7% | +8.5% |
| 3M | +6.6% | -7.5% | +14.1% | +8.7% |
| 6M | +17.1% | -4.1% | +21.2% | +18.2% |
| YTD | +19.0% | +9.8% | +9.2% | +15.9% |
| 1Y | +21.8% | +8.7% | +13.1% | +18.9% |
| 3Y | +6.4% | +79.0% | -72.6% | -9.2% |
| 5Y | +5.1% | +69.1% | -63.9% | -9.7% |
| 10Y | +175.8% | +96.5% | +79.3% | +124.0% |
| All | +175.8% | +103.5% | +72.3% | +124.0% |
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