+149.3%
EFA vs KDP
+1,132.0%
-982.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +0.9% | +6.0% | -5.1% | -1.3% |
| 3M | +4.9% | +9.2% | -4.3% | +1.2% |
| 6M | +8.6% | +14.7% | -6.1% | +2.7% |
| YTD | +14.6% | +19.2% | -4.6% | +6.8% |
| 1Y | +22.6% | +15.2% | +7.5% | +15.1% |
| 3Y | +66.5% | +6.0% | +60.5% | +58.1% |
| 5Y | +54.5% | +5.4% | +49.1% | +45.8% |
| 10Y | +144.8% | +171.9% | -27.1% | +50.0% |
| All | +149.3% | +1,132.0% | -982.7% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling