+7.6%
KDP vs ESI
+79.8%
-72.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | +1.3% | +3.3% | -2.1% | +1.2% |
| 30D | +6.0% | -5.9% | +11.8% | +6.2% |
| 3M | +9.2% | -14.1% | +23.3% | +9.7% |
| 6M | +14.7% | +6.6% | +8.1% | +13.3% |
| YTD | +19.2% | +45.0% | -25.8% | +15.7% |
| 1Y | +15.2% | +41.5% | -26.3% | +11.8% |
| All | +7.6% | +79.8% | -72.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling