+175.8%
KDP vs EAT
+373.3%
-197.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.2% |
| 7D | +2.1% | -4.9% | +7.0% | +2.6% |
| 30D | +8.5% | -1.2% | +9.7% | +8.4% |
| 3M | +6.6% | +52.2% | -45.6% | +1.6% |
| 6M | +17.1% | +65.0% | -48.0% | +10.0% |
| YTD | +19.0% | +55.0% | -36.0% | +12.5% |
| 1Y | +21.8% | +42.1% | -20.3% | +15.8% |
| 3Y | +6.4% | +614.7% | -608.3% | -19.3% |
| 5Y | +5.1% | +322.7% | -317.6% | -17.4% |
| 10Y | +175.8% | +382.0% | -206.2% | +61.3% |
| All | +175.8% | +373.3% | -197.5% | +61.3% |
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