+5.1%
KDP vs ENTG
+18.8%
-13.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +2.1% | +8.9% | -6.9% | +1.7% |
| 30D | +8.5% | -7.2% | +15.7% | +8.7% |
| 3M | +6.6% | +6.4% | +0.2% | +5.7% |
| 6M | +17.1% | +25.7% | -8.6% | +14.7% |
| YTD | +19.0% | +67.9% | -48.8% | +14.5% |
| 1Y | +21.8% | +72.4% | -50.6% | +16.5% |
| 3Y | +6.4% | +48.4% | -42.0% | +0.4% |
| 5Y | +5.1% | +20.1% | -14.9% | -2.0% |
| All | +5.1% | +18.8% | -13.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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