+179.8%
KDP vs ETR
+288.4%
-108.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +9.5% | +2.0% | +7.4% | +8.8% |
| 3M | +2.6% | -1.7% | +4.3% | +3.0% |
| 6M | +15.6% | +3.6% | +12.0% | +14.1% |
| YTD | +17.3% | +18.0% | -0.7% | +11.1% |
| 1Y | +20.1% | +26.2% | -6.1% | +11.2% |
| 3Y | +4.9% | +148.0% | -143.1% | -23.0% |
| 5Y | +5.0% | +126.1% | -121.1% | -21.3% |
| 10Y | +179.8% | +302.3% | -122.5% | +78.9% |
| All | +179.8% | +288.4% | -108.6% | +78.9% |
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