+56.6%
KDP vs EOSE
-81.0%
+137.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.6% |
| 7D | -0.8% | +9.8% | -10.6% | -0.8% |
| 30D | +9.7% | -2.1% | +11.8% | +9.7% |
| 3M | +17.6% | -54.1% | +71.7% | +17.7% |
| 6M | +25.8% | -76.9% | +102.7% | +26.0% |
| YTD | +33.9% | -83.3% | +117.2% | +34.0% |
| 1Y | +38.9% | -87.4% | +126.3% | +39.1% |
| 3Y | +26.8% | +61.9% | -35.1% | +23.2% |
| 5Y | +16.3% | -82.1% | +98.4% | +14.1% |
| All | +56.6% | -81.0% | +137.5% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling