+307.9%
EWY vs KDP
+178.7%
+129.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +6.7% | -1.6% | +8.2% | +7.0% |
| 30D | +17.0% | +9.5% | +7.5% | +14.6% |
| 3M | +3.7% | +2.6% | +1.0% | +2.5% |
| 6M | +42.5% | +15.6% | +26.9% | +36.8% |
| YTD | +96.2% | +17.3% | +78.9% | +87.7% |
| 1Y | +160.4% | +20.1% | +140.3% | +147.0% |
| 3Y | +231.7% | +4.9% | +226.8% | +221.0% |
| 5Y | +153.3% | +5.0% | +148.3% | +144.1% |
| All | +307.9% | +178.7% | +129.2% | +234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling