+65.9%
EFA vs KDP
+32.8%
+33.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.8% |
| 7D | +1.2% | +8.2% | -7.0% | +0.4% |
| 30D | +0.9% | +18.4% | -17.4% | -0.9% |
| 3M | -3.4% | +29.2% | -32.6% | -6.0% |
| 6M | +2.0% | +32.3% | -30.3% | -1.4% |
| YTD | +10.4% | +38.5% | -28.1% | +6.0% |
| 1Y | +13.3% | +48.5% | -35.2% | +7.8% |
| 3Y | +65.9% | +32.5% | +33.5% | +60.1% |
| All | +65.9% | +32.8% | +33.2% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling