+34.6%
KDP vs EOSE
-60.2%
+94.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -1.9% |
| 7D | -4.3% | +14.0% | -18.3% | -4.3% |
| 30D | +7.8% | -5.9% | +13.7% | +7.8% |
| 3M | -0.1% | -34.3% | +34.2% | 0.0% |
| 6M | +14.0% | -37.8% | +51.7% | +14.0% |
| YTD | +15.1% | -65.2% | +80.2% | +15.1% |
| 1Y | +18.5% | -41.9% | +60.4% | +18.1% |
| 3Y | +2.9% | +44.6% | -41.7% | +0.8% |
| 5Y | +3.0% | -69.2% | +72.2% | +1.1% |
| All | +34.6% | -60.2% | +94.8% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling