+175.8%
KDP vs ESI
+307.6%
-131.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.1% | +5.4% | -3.3% | +1.2% |
| 30D | +8.5% | -4.2% | +12.7% | +9.1% |
| 3M | +6.6% | -9.6% | +16.2% | +7.5% |
| 6M | +17.1% | +18.3% | -1.3% | +11.9% |
| YTD | +19.0% | +45.8% | -26.8% | +9.1% |
| 1Y | +21.8% | +39.2% | -17.4% | +12.1% |
| 3Y | +6.4% | +86.3% | -79.8% | -9.7% |
| 5Y | +5.1% | +76.2% | -71.1% | -11.6% |
| 10Y | +175.8% | +306.8% | -130.9% | +81.4% |
| All | +175.8% | +307.6% | -131.8% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling