+23.2%
KDP vs ETHA
-41.7%
+65.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +1.8% |
| 7D | +8.2% | -10.2% | +18.4% | +8.4% |
| 30D | +18.4% | -17.0% | +35.3% | +18.7% |
| 3M | +29.2% | +9.6% | +19.6% | +28.9% |
| 6M | +32.3% | -11.3% | +43.6% | +32.5% |
| YTD | +38.5% | -30.9% | +69.4% | +39.5% |
| 1Y | +48.5% | -42.6% | +91.1% | +50.5% |
| All | +23.2% | -41.7% | +65.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling