+6.8%
KDP vs ENB
+69.5%
-62.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +6.0% | -2.2% | +8.2% | +6.6% |
| 3M | +9.2% | -10.5% | +19.7% | +12.3% |
| 6M | +14.7% | -5.1% | +19.8% | +16.0% |
| YTD | +19.2% | +9.0% | +10.2% | +16.3% |
| 1Y | +15.2% | +8.2% | +7.0% | +12.5% |
| 3Y | +6.0% | +67.8% | -61.8% | -8.3% |
| All | +6.8% | +69.5% | -62.7% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling