+231.5%
EWY vs KDP
+1,248.7%
-1,017.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | +1.1% |
| 7D | +10.4% | -4.0% | +14.4% | +12.0% |
| 30D | -12.7% | +8.5% | -21.2% | -15.9% |
| 3M | -17.3% | +20.7% | -38.0% | -24.0% |
| 6M | -18.6% | +23.2% | -41.7% | -26.4% |
| YTD | +49.5% | +30.5% | +19.1% | +31.5% |
| 1Y | +55.0% | +35.9% | +19.1% | +33.9% |
| 3Y | +159.0% | +24.8% | +134.2% | +125.4% |
| 5Y | +102.5% | +13.4% | +89.1% | +81.2% |
| 10Y | +232.2% | +239.3% | -7.1% | +59.3% |
| All | +231.5% | +1,248.7% | -1,017.2% | -42.8% |
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