+1,314.5%
KDP vs EFV
+137.4%
+1,177.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +8.2% | +2.1% | +6.1% | +7.2% |
| 30D | +18.4% | +3.1% | +15.3% | +16.9% |
| 3M | +29.2% | -1.3% | +30.5% | +30.0% |
| 6M | +32.3% | +6.0% | +26.3% | +28.9% |
| YTD | +38.5% | +15.8% | +22.6% | +29.7% |
| 1Y | +48.5% | +21.1% | +27.4% | +36.4% |
| 3Y | +32.5% | +91.0% | -58.5% | -0.6% |
| 5Y | +19.7% | +94.3% | -74.6% | -11.6% |
| 10Y | +256.4% | +160.4% | +96.0% | +126.0% |
| All | +1,314.5% | +137.4% | +1,177.0% | +757.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling