+1,339.3%
KDP vs ETR
+312.0%
+1,027.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 3M | +32.0% | +5.7% | +26.3% | +29.5% |
| 6M | +35.2% | -0.3% | +35.4% | +35.0% |
| YTD | +40.9% | +23.4% | +17.6% | +30.3% |
| 1Y | +47.7% | +18.5% | +29.2% | +38.4% |
| 3Y | +34.8% | +155.6% | -120.8% | -5.9% |
| 5Y | +22.6% | +158.7% | -136.1% | -15.8% |
| 10Y | +266.4% | +377.8% | -111.3% | +90.1% |
| All | +1,339.3% | +312.0% | +1,027.3% | +624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling