+140.4%
EFA vs KDP
+173.3%
-32.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -2.4% | -4.3% | +2.0% | -1.4% |
| 30D | -2.2% | +7.8% | -10.1% | -3.9% |
| 3M | +5.7% | -0.1% | +5.7% | +5.4% |
| 6M | +8.2% | +14.0% | -5.8% | +4.5% |
| YTD | +11.8% | +15.1% | -3.3% | +7.6% |
| 1Y | +18.3% | +18.5% | -0.2% | +12.8% |
| 3Y | +64.9% | +2.9% | +62.0% | +60.9% |
| 5Y | +52.4% | +3.0% | +49.4% | +48.3% |
| All | +140.4% | +173.3% | -32.9% | +109.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling