+43.5%
KDP vs EOSE
-85.5%
+129.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.6% | -6.7% | +6.0% |
| 7D | +5.3% | +9.7% | -4.4% | +5.5% |
| 30D | +19.1% | -34.6% | +53.7% | +18.7% |
| 3M | +19.2% | -50.8% | +70.0% | +18.4% |
| 6M | +29.3% | -66.5% | +95.7% | +28.1% |
| YTD | +35.5% | -81.3% | +116.9% | +32.0% |
| 1Y | +43.5% | -84.8% | +128.3% | +40.1% |
| All | +43.5% | -85.5% | +129.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling