+750.8%
KDP vs ENPH
+277.3%
+473.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.7% |
| 7D | +4.0% | -10.3% | +14.3% | +4.3% |
| 30D | +16.8% | -10.1% | +26.9% | +17.0% |
| 3M | +32.0% | -33.1% | +65.1% | +33.5% |
| 6M | +35.2% | -24.8% | +60.0% | +35.4% |
| YTD | +40.9% | -11.7% | +52.6% | +39.8% |
| 1Y | +47.7% | -8.2% | +55.9% | +46.3% |
| 3Y | +34.8% | -63.7% | +98.5% | +35.5% |
| 5Y | +22.6% | -88.7% | +111.3% | +26.6% |
| 10Y | +266.4% | +2,382.5% | -2,116.0% | +222.0% |
| All | +750.8% | +277.3% | +473.4% | +648.9% |
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