+43.5%
KDP vs EFX
-7.5%
+51.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.5% |
| 7D | +5.3% | +9.2% | -3.9% | +4.0% |
| 30D | +19.1% | +34.8% | -15.7% | +14.0% |
| 3M | +19.2% | +8.8% | +10.3% | +17.0% |
| 6M | +29.3% | +12.3% | +17.0% | +26.2% |
| YTD | +35.5% | -10.6% | +46.1% | +32.1% |
| 1Y | +43.5% | -6.7% | +50.2% | +39.3% |
| All | +43.5% | -7.5% | +51.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling