+18.5%
KDP vs EOSE
-43.4%
+61.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -2.0% |
| 7D | -4.3% | +14.0% | -18.3% | -4.1% |
| 30D | +7.8% | -5.9% | +13.7% | +7.7% |
| 3M | -0.1% | -34.3% | +34.2% | -0.5% |
| 6M | +14.0% | -37.8% | +51.7% | +13.2% |
| YTD | +15.1% | -65.2% | +80.2% | +12.9% |
| 1Y | +18.5% | -41.9% | +60.4% | +18.9% |
| All | +18.5% | -43.4% | +61.9% | +18.9% |
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