+5.1%
KDP vs ENPH
-77.3%
+82.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.3% |
| 7D | +2.1% | +9.3% | -7.2% | +1.8% |
| 30D | +8.5% | -7.3% | +15.7% | +8.7% |
| 3M | +6.6% | -31.7% | +38.3% | +7.6% |
| 6M | +17.1% | -3.5% | +20.5% | +16.3% |
| YTD | +19.0% | +21.2% | -2.1% | +17.0% |
| 1Y | +21.8% | +0.1% | +21.7% | +20.2% |
| 3Y | +6.4% | -67.7% | +74.1% | +7.1% |
| 5Y | +5.1% | -76.2% | +81.4% | +7.3% |
| All | +5.1% | -77.3% | +82.5% | +7.3% |
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