+34.6%
EEM vs KDP
+21.7%
+12.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.7% | +2.2% |
| 7D | +0.7% | +4.0% | -3.3% | +0.3% |
| 30D | -6.2% | +16.8% | -23.0% | -7.8% |
| 3M | -5.2% | +32.0% | -37.2% | -8.3% |
| 6M | -8.1% | +35.2% | -43.3% | -11.9% |
| YTD | +14.0% | +40.9% | -26.9% | +8.5% |
| 1Y | +13.8% | +47.7% | -33.8% | +7.5% |
| 3Y | +73.7% | +34.8% | +39.0% | +64.3% |
| 5Y | +34.6% | +22.6% | +11.9% | +30.0% |
| All | +34.6% | +21.7% | +12.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling