+2.4%
KDP vs ETHA
-30.2%
+32.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.3% | -2.4% | -1.9% | -4.3% |
| 30D | +7.8% | +30.9% | -23.1% | +7.3% |
| 3M | -0.1% | +51.1% | -51.2% | -0.8% |
| 6M | +14.0% | +20.5% | -6.5% | +13.5% |
| YTD | +15.1% | -17.3% | +32.3% | +15.7% |
| 1Y | +18.5% | -43.2% | +61.8% | +20.5% |
| All | +2.4% | -30.2% | +32.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 10y: compounded portfolio wealth divided by compounded ETHA 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…
10y analysis · Full analysis span regression · 6 months rolling