+239.1%
KDP vs ESI
+321.1%
-82.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.1% | -5.3% | -7.1% |
| 7D | -4.0% | +8.3% | -12.3% | -5.1% |
| 30D | +8.5% | -10.4% | +18.9% | +10.0% |
| 3M | +20.7% | -13.2% | +33.9% | +22.7% |
| 6M | +23.2% | -23.9% | +47.0% | +27.1% |
| YTD | +30.5% | +34.2% | -3.7% | +20.5% |
| 1Y | +35.9% | +22.2% | +13.6% | +27.5% |
| 3Y | +24.8% | +79.2% | -54.4% | +5.6% |
| 5Y | +13.4% | +38.1% | -24.7% | -0.3% |
| All | +239.1% | +321.1% | -82.0% | +120.3% |
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