+247.9%
KDP vs ES
+98.2%
+149.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -0.8% | +2.7% | -3.5% | -1.5% |
| 30D | +9.7% | +7.6% | +2.1% | +7.6% |
| 3M | +17.6% | +0.5% | +17.1% | +17.4% |
| 6M | +25.8% | +7.6% | +18.2% | +23.3% |
| YTD | +33.9% | +10.2% | +23.7% | +30.3% |
| 1Y | +38.9% | +1.8% | +37.0% | +37.6% |
| 3Y | +26.8% | +55.4% | -28.6% | +11.5% |
| 5Y | +16.3% | +7.3% | +9.0% | +11.8% |
| All | +247.9% | +98.2% | +149.7% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling