+619.6%
KDP vs ENPH
+384.9%
+234.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.3% | -2.4% | +3.6% | +1.4% |
| 30D | +6.0% | -6.6% | +12.6% | +6.2% |
| 3M | +9.2% | -46.8% | +56.0% | +11.2% |
| 6M | +14.7% | -14.7% | +29.4% | +14.5% |
| YTD | +19.2% | +13.5% | +5.7% | +17.5% |
| 1Y | +15.2% | -0.4% | +15.6% | +13.9% |
| 3Y | +6.0% | -71.7% | +77.7% | +7.5% |
| 5Y | +5.4% | -79.1% | +84.5% | +6.7% |
| 10Y | +171.9% | +1,898.4% | -1,726.5% | +139.5% |
| All | +619.6% | +384.9% | +234.7% | +529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling