+290.8%
EWY vs KDP
+173.3%
+117.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -3.8% |
| 7D | +1.2% | -4.3% | +5.5% | +2.1% |
| 30D | +9.3% | +7.8% | +1.5% | +7.5% |
| 3M | +2.4% | -0.1% | +2.5% | +1.9% |
| 6M | +40.3% | +14.0% | +26.3% | +35.0% |
| YTD | +88.0% | +15.1% | +72.9% | +80.6% |
| 1Y | +143.8% | +18.5% | +125.3% | +131.9% |
| 3Y | +217.8% | +2.9% | +214.9% | +208.8% |
| 5Y | +142.7% | +3.0% | +139.8% | +134.9% |
| All | +290.8% | +173.3% | +117.5% | +221.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling