+330.6%
EWY vs KDP
+1,132.0%
-801.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +4.8% | +1.3% | +3.5% | +4.3% |
| 30D | +11.7% | +6.0% | +5.7% | +8.9% |
| 3M | -7.4% | +9.2% | -16.6% | -11.6% |
| 6M | +40.6% | +14.7% | +25.9% | +31.2% |
| YTD | +94.3% | +19.2% | +75.1% | +78.3% |
| 1Y | +164.3% | +15.2% | +149.1% | +144.5% |
| 3Y | +221.0% | +6.0% | +215.0% | +200.3% |
| 5Y | +139.1% | +5.4% | +133.7% | +121.2% |
| 10Y | +298.8% | +171.9% | +126.9% | +115.3% |
| All | +330.6% | +1,132.0% | -801.4% | -22.4% |
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 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