+30.1%
KDP vs ENB
-11.9%
+42.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +2.2% | -5.2% | +7.4% | +3.4% |
| 30D | +19.9% | +2.2% | +17.8% | +19.4% |
| 3M | +21.5% | -8.1% | +29.5% | +23.0% |
| 6M | +30.1% | -11.2% | +41.3% | +33.9% |
| All | +30.1% | -11.9% | +42.0% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling