+91.0%
EEM vs KDP
+6.5%
+84.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | +2.1% | +1.0% | +2.9% |
| 30D | +4.9% | +8.5% | -3.6% | +4.2% |
| 3M | +5.2% | +6.6% | -1.4% | +4.4% |
| 6M | +20.7% | +17.1% | +3.6% | +18.4% |
| YTD | +26.5% | +19.0% | +7.4% | +23.9% |
| 1Y | +37.8% | +21.8% | +16.1% | +34.5% |
| 3Y | +91.0% | +6.4% | +84.5% | +86.4% |
| All | +91.0% | +6.5% | +84.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 3y: compounded portfolio wealth divided by compounded KDP 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…
3y analysis · Full analysis span regression · 6 months rolling