+146.1%
EFA vs KDP
+238.8%
-92.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +1.0% |
| 7D | +1.3% | -4.0% | +5.3% | +2.1% |
| 30D | +0.5% | +8.5% | -7.9% | -1.4% |
| 3M | -4.1% | +20.7% | -24.8% | -8.3% |
| 6M | +2.4% | +23.2% | -20.7% | -2.7% |
| YTD | +10.0% | +30.5% | -20.5% | +2.8% |
| 1Y | +11.4% | +35.9% | -24.5% | +3.1% |
| 3Y | +65.4% | +24.8% | +40.6% | +54.2% |
| 5Y | +49.6% | +13.4% | +36.2% | +42.5% |
| All | +146.1% | +238.8% | -92.7% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling