+45.9%
KDP vs ESI
+19.1%
+26.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +1.0% |
| 7D | +0.3% | -3.5% | +3.8% | +0.2% |
| 30D | +16.3% | -9.3% | +25.6% | +16.2% |
| 3M | +24.0% | -12.8% | +36.8% | +23.8% |
| 6M | +30.0% | -24.6% | +54.6% | +30.2% |
| YTD | +36.1% | +32.7% | +3.3% | +32.2% |
| All | +45.9% | +19.1% | +26.8% | +42.4% |
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