+217.3%
EWY vs KDP
+1,331.3%
-1,114.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.7% |
| 7D | -10.2% | +8.2% | -18.4% | -13.0% |
| 30D | -21.5% | +18.4% | -39.8% | -26.8% |
| 3M | -14.7% | +29.2% | -43.9% | -23.4% |
| 6M | -26.8% | +32.3% | -59.1% | -35.6% |
| YTD | +43.2% | +38.5% | +4.7% | +23.2% |
| 1Y | +48.7% | +48.5% | +0.2% | +24.3% |
| 3Y | +147.9% | +32.5% | +115.5% | +111.2% |
| 5Y | +98.8% | +19.7% | +79.2% | +74.6% |
| 10Y | +216.5% | +256.4% | -39.9% | +49.5% |
| All | +217.3% | +1,331.3% | -1,114.0% | -46.4% |
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