+1,117.5%
KDP vs ES
+389.9%
+727.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +6.0% | -2.0% | +7.9% | +6.7% |
| 3M | +9.2% | +1.7% | +7.5% | +8.6% |
| 6M | +14.7% | -3.5% | +18.2% | +15.9% |
| YTD | +19.2% | +7.9% | +11.3% | +15.9% |
| 1Y | +15.2% | +17.2% | -2.0% | +8.2% |
| 3Y | +6.0% | +29.3% | -23.3% | -5.2% |
| 5Y | +5.4% | -5.7% | +11.2% | +4.3% |
| 10Y | +171.9% | +85.2% | +86.7% | +94.7% |
| All | +1,117.5% | +389.9% | +727.6% | +445.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling