+507.7%
KDP vs ESI
+224.6%
+283.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | +1.3% | +3.3% | -2.1% | +0.9% |
| 30D | +6.0% | -5.9% | +11.8% | +6.6% |
| 3M | +9.2% | -14.1% | +23.3% | +10.5% |
| 6M | +14.7% | +6.6% | +8.1% | +12.7% |
| YTD | +19.2% | +45.0% | -25.8% | +12.7% |
| 1Y | +15.2% | +41.5% | -26.3% | +8.9% |
| 3Y | +6.0% | +78.8% | -72.8% | -4.0% |
| 5Y | +5.4% | +70.9% | -65.5% | -5.0% |
| 10Y | +171.9% | +317.1% | -145.2% | +114.1% |
| All | +507.7% | +224.6% | +283.0% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling