+13.4%
KDP vs EOSE
-83.5%
+96.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.0% | +1.6% | -7.4% |
| 7D | -4.0% | -3.7% | -0.3% | -4.0% |
| 30D | +8.5% | -22.0% | +30.4% | +8.4% |
| 3M | +20.7% | -57.3% | +78.0% | +20.6% |
| 6M | +23.2% | -77.7% | +100.8% | +23.1% |
| YTD | +30.5% | -84.2% | +114.7% | +30.3% |
| 1Y | +35.9% | -89.5% | +125.4% | +35.7% |
| 3Y | +24.8% | +41.4% | -16.6% | +21.9% |
| 5Y | +13.4% | -83.0% | +96.4% | +5.8% |
| All | +13.4% | -83.5% | +96.9% | +5.8% |
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 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