+5.0%
KDP vs EOSE
-69.1%
+74.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -1.4% |
| 7D | -1.6% | +15.0% | -16.5% | -1.6% |
| 30D | +9.5% | +2.5% | +7.0% | +9.5% |
| 3M | +2.6% | -33.7% | +36.3% | +2.6% |
| 6M | +15.6% | -32.7% | +48.4% | +15.5% |
| YTD | +17.3% | -63.8% | +81.1% | +17.2% |
| 1Y | +20.1% | -40.5% | +60.6% | +19.7% |
| 3Y | +4.9% | +50.4% | -45.5% | +3.0% |
| 5Y | +5.0% | -68.6% | +73.6% | +5.6% |
| All | +5.0% | -69.1% | +74.0% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling