+266.4%
KDP vs EFX
+78.9%
+187.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.0% | -2.0% | +5.9% | +4.3% |
| 30D | +16.8% | +27.9% | -11.1% | +12.4% |
| 3M | +32.0% | +3.8% | +28.2% | +31.0% |
| 6M | +35.2% | +13.0% | +22.2% | +32.1% |
| YTD | +40.9% | -12.4% | +53.3% | +42.1% |
| 1Y | +47.7% | -10.4% | +58.0% | +48.4% |
| 3Y | +34.8% | +4.4% | +30.3% | +30.0% |
| 5Y | +22.6% | -28.9% | +51.5% | +23.6% |
| 10Y | +266.4% | +81.7% | +184.7% | +212.5% |
| All | +266.4% | +78.9% | +187.5% | +212.5% |
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