+12.8%
EFA vs KDP
+39.5%
-26.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +1.4% | +9.7% | -8.3% | +0.8% |
| 3M | -4.2% | +17.6% | -21.8% | -5.1% |
| 6M | +1.9% | +25.8% | -23.9% | -0.1% |
| YTD | +10.2% | +33.9% | -23.7% | +7.7% |
| 1Y | +12.8% | +38.9% | -26.1% | +9.7% |
| All | +12.8% | +39.5% | -26.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling