+6.8%
KDP vs ESI
+72.3%
-65.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | +1.3% | +3.3% | -2.1% | +1.0% |
| 30D | +6.0% | -5.9% | +11.8% | +6.5% |
| 3M | +9.2% | -14.1% | +23.3% | +10.3% |
| 6M | +14.7% | +6.6% | +8.1% | +12.5% |
| YTD | +19.2% | +45.0% | -25.8% | +12.4% |
| 1Y | +15.2% | +41.5% | -26.3% | +8.6% |
| 3Y | +6.0% | +78.8% | -72.8% | -6.0% |
| All | +6.8% | +72.3% | -65.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling