+179.8%
KDP vs EFX
+38.5%
+141.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.1% |
| 7D | -1.6% | -9.4% | +7.8% | -0.1% |
| 30D | +9.5% | -6.9% | +16.4% | +10.6% |
| 3M | +2.6% | +0.1% | +2.5% | +2.4% |
| 6M | +15.6% | -17.3% | +32.9% | +18.4% |
| YTD | +17.3% | -21.8% | +39.2% | +20.7% |
| 1Y | +20.1% | -32.5% | +52.6% | +26.2% |
| 3Y | +4.9% | -12.3% | +17.2% | +4.0% |
| 5Y | +5.0% | -36.6% | +41.6% | +7.9% |
| 10Y | +179.8% | +41.0% | +138.7% | +149.9% |
| All | +179.8% | +38.5% | +141.2% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling