+266.4%
KDP vs ETR
+374.5%
-108.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +16.8% | +7.7% | +9.1% | +14.3% |
| 3M | +32.0% | +5.7% | +26.3% | +29.8% |
| 6M | +35.2% | -0.3% | +35.4% | +35.0% |
| YTD | +40.9% | +23.4% | +17.6% | +31.8% |
| 1Y | +47.7% | +18.5% | +29.2% | +39.7% |
| 3Y | +34.8% | +155.6% | -120.8% | -1.4% |
| 5Y | +22.6% | +158.7% | -136.1% | -11.3% |
| 10Y | +266.4% | +377.8% | -111.3% | +124.2% |
| All | +266.4% | +374.5% | -108.0% | +124.2% |
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