+16.2%
KDP vs ENB
+58.6%
-42.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.6% |
| 30D | +9.7% | +2.1% | +7.6% | +9.1% |
| 3M | +17.6% | -4.4% | +22.0% | +18.9% |
| 6M | +25.8% | -10.1% | +35.8% | +28.9% |
| YTD | +33.9% | +5.2% | +28.7% | +31.8% |
| 1Y | +38.9% | +4.2% | +34.6% | +37.0% |
| 3Y | +26.8% | +70.1% | -43.3% | +9.7% |
| All | +16.2% | +58.6% | -42.4% | +3.2% |
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