+43.5%
KDP vs ESI
+27.8%
+15.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.6% | +10.5% | +5.8% |
| 7D | +5.3% | -6.6% | +11.9% | +5.2% |
| 30D | +19.1% | -10.9% | +30.0% | +19.0% |
| 3M | +19.2% | -13.8% | +33.0% | +19.0% |
| 6M | +29.3% | -21.5% | +50.8% | +29.2% |
| YTD | +35.5% | +34.7% | +0.9% | +32.4% |
| 1Y | +43.5% | +24.9% | +18.6% | +40.4% |
| All | +43.5% | +27.8% | +15.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling