+17.0%
KDP vs ESI
+28.5%
-11.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +2.2% | -8.5% | +10.7% | +2.8% |
| 30D | +19.9% | -15.7% | +35.6% | +21.4% |
| 3M | +21.5% | -18.2% | +39.7% | +23.2% |
| 6M | +30.1% | -28.8% | +58.9% | +33.2% |
| YTD | +34.9% | +26.3% | +8.7% | +28.3% |
| 1Y | +43.4% | +18.2% | +25.2% | +37.3% |
| 3Y | +29.1% | +68.1% | -39.0% | +13.6% |
| All | +17.0% | +28.5% | -11.5% | +7.2% |
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