+68.2%
EFA vs KDP
+6.5%
+61.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.2% | +2.1% | -0.9% | +1.0% |
| 30D | -0.7% | +8.5% | -9.2% | -1.6% |
| 3M | +6.4% | +6.6% | -0.2% | +5.5% |
| 6M | +11.4% | +17.1% | -5.7% | +9.0% |
| YTD | +14.0% | +19.0% | -5.1% | +11.2% |
| 1Y | +20.2% | +21.8% | -1.6% | +16.8% |
| 3Y | +68.2% | +6.4% | +61.8% | +66.0% |
| All | +68.2% | +6.5% | +61.7% | +66.0% |
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 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