+17.9%
KDP vs EFX
-31.8%
+49.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.3% | -2.2% | +2.5% | +0.7% |
| 30D | +16.3% | +29.2% | -12.9% | +12.1% |
| 3M | +24.0% | +3.5% | +20.5% | +23.0% |
| 6M | +30.0% | +7.8% | +22.2% | +28.0% |
| YTD | +36.1% | -12.4% | +48.5% | +37.0% |
| 1Y | +46.8% | -8.2% | +55.1% | +46.7% |
| 3Y | +30.5% | +4.7% | +25.8% | +25.8% |
| 5Y | +17.9% | -32.0% | +50.0% | +18.8% |
| All | +17.9% | -31.8% | +49.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling