+247.9%
KDP vs EAT
+320.8%
-72.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -0.8% | -4.0% | +3.2% | -0.4% |
| 30D | +9.7% | -2.9% | +12.6% | +9.9% |
| 3M | +17.6% | -16.9% | +34.5% | +19.7% |
| 6M | +25.8% | +57.0% | -31.2% | +19.1% |
| YTD | +33.9% | +38.2% | -4.3% | +27.8% |
| 1Y | +38.9% | +69.3% | -30.4% | +29.3% |
| 3Y | +26.8% | +483.0% | -456.2% | -1.7% |
| 5Y | +16.3% | +364.1% | -347.8% | -10.1% |
| All | +247.9% | +320.8% | -72.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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