+4.4%
KDP vs ETHA
-30.1%
+34.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | +9.5% | +31.4% | -21.9% | +8.9% |
| 3M | +2.6% | +48.9% | -46.2% | +1.9% |
| 6M | +15.6% | +20.9% | -5.3% | +15.1% |
| YTD | +17.3% | -17.2% | +34.5% | +17.9% |
| 1Y | +20.1% | -42.8% | +62.9% | +22.1% |
| All | +4.4% | -30.1% | +34.5% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling