+19.7%
KDP vs ENPH
-87.9%
+107.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.0% | +6.7% | +1.9% |
| 7D | +8.2% | -9.1% | +17.3% | +8.5% |
| 30D | +18.4% | -15.8% | +34.1% | +18.8% |
| 3M | +29.2% | -32.5% | +61.7% | +30.4% |
| 6M | +32.3% | -24.2% | +56.4% | +32.1% |
| YTD | +38.5% | -13.8% | +52.2% | +37.1% |
| 1Y | +48.5% | -15.8% | +64.3% | +47.1% |
| 3Y | +32.5% | -64.6% | +97.0% | +32.4% |
| 5Y | +19.7% | -88.1% | +107.7% | +24.8% |
| All | +19.7% | -87.9% | +107.6% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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