+179.8%
KDP vs EFV
+162.1%
+17.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +2.6% | +8.4% | -5.8% | -0.9% |
| 6M | +15.6% | +12.3% | +3.3% | +9.8% |
| YTD | +17.3% | +17.4% | -0.1% | +9.3% |
| 1Y | +20.1% | +27.1% | -7.0% | +8.1% |
| 3Y | +4.9% | +90.7% | -85.8% | -21.4% |
| 5Y | +5.0% | +95.6% | -90.6% | -22.9% |
| 10Y | +179.8% | +165.3% | +14.5% | +61.0% |
| All | +179.8% | +162.1% | +17.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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