+17.0%
KDP vs EAT
+361.6%
-344.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +2.2% | -2.6% | +4.8% | +2.4% |
| 30D | +19.9% | +11.5% | +8.5% | +19.1% |
| 3M | +21.5% | -9.1% | +30.6% | +21.9% |
| 6M | +30.1% | +40.4% | -10.3% | +27.0% |
| YTD | +34.9% | +43.9% | -9.0% | +31.1% |
| 1Y | +43.4% | +101.9% | -58.6% | +36.0% |
| 3Y | +29.1% | +489.9% | -460.8% | +8.3% |
| All | +17.0% | +361.6% | -344.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling