+266.4%
KDP vs ED
+141.1%
+125.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | +16.8% | +11.2% | +5.6% | +13.5% |
| 3M | +32.0% | +11.8% | +20.2% | +28.1% |
| 6M | +35.2% | +14.1% | +21.1% | +30.4% |
| YTD | +40.9% | +23.0% | +17.9% | +33.3% |
| 1Y | +47.7% | +23.7% | +24.0% | +39.4% |
| 3Y | +34.8% | +47.7% | -12.9% | +21.4% |
| 5Y | +22.6% | +82.6% | -60.0% | +6.1% |
| 10Y | +266.4% | +141.8% | +124.7% | +177.0% |
| All | +266.4% | +141.1% | +125.4% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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