+20.7%
KDP vs EOSE
-59.2%
+79.9%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.0% | +1.6% | -7.3% |
| 7D | -4.0% | -3.7% | -0.3% | -3.9% |
| 30D | +8.5% | -22.0% | +30.4% | +8.3% |
| 3M | +20.7% | -57.3% | +78.0% | +19.8% |
| All | +20.7% | -59.2% | +79.9% | +19.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling