+107.2%
EEM vs KDP
+1,132.0%
-1,024.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | +4.5% | +6.0% | -1.4% | +2.0% |
| 3M | -0.1% | +9.2% | -9.3% | -4.2% |
| 6M | +16.9% | +14.7% | +2.3% | +9.6% |
| YTD | +26.2% | +19.2% | +7.0% | +16.2% |
| 1Y | +40.5% | +15.2% | +25.3% | +30.4% |
| 3Y | +86.2% | +6.0% | +80.2% | +74.7% |
| 5Y | +45.5% | +5.4% | +40.0% | +34.5% |
| 10Y | +128.6% | +171.9% | -43.2% | +23.3% |
| All | +107.2% | +1,132.0% | -1,024.8% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling