+53.4%
EFA vs KDP
+3.6%
+49.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | -1.3% | +9.5% | -10.8% | -3.1% |
| 3M | +5.2% | +2.6% | +2.6% | +4.4% |
| 6M | +9.4% | +15.6% | -6.3% | +5.6% |
| YTD | +12.7% | +17.3% | -4.6% | +8.4% |
| 1Y | +19.3% | +20.1% | -0.8% | +13.8% |
| 3Y | +66.3% | +4.9% | +61.4% | +62.4% |
| 5Y | +53.4% | +5.0% | +48.4% | +49.8% |
| All | +53.4% | +3.6% | +49.7% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling