+239.1%
KDP vs ETR
+379.5%
-140.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.0% | +1.5% | -5.5% | -4.4% |
| 30D | +8.5% | +6.6% | +1.8% | +6.4% |
| 3M | +20.7% | +4.4% | +16.3% | +19.1% |
| 6M | +23.2% | -0.3% | +23.5% | +23.0% |
| YTD | +30.5% | +23.3% | +7.2% | +22.1% |
| 1Y | +35.9% | +18.9% | +17.0% | +28.5% |
| 3Y | +24.8% | +155.5% | -130.7% | -8.6% |
| 5Y | +13.4% | +159.9% | -146.5% | -18.1% |
| All | +239.1% | +379.5% | -140.4% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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