+247.9%
KDP vs ETR
+376.0%
-128.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +9.7% | +6.4% | +3.4% | +7.8% |
| 3M | +17.6% | +4.0% | +13.7% | +16.2% |
| 6M | +25.8% | -0.5% | +26.3% | +25.7% |
| YTD | +33.9% | +22.4% | +11.4% | +25.5% |
| 1Y | +38.9% | +19.9% | +19.0% | +31.0% |
| 3Y | +26.8% | +154.7% | -127.9% | -7.1% |
| 5Y | +16.3% | +158.1% | -141.7% | -15.8% |
| All | +247.9% | +376.0% | -128.1% | +115.1% |
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