+5.1%
KDP vs EFX
-35.1%
+40.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.3% |
| 7D | +2.1% | -7.8% | +9.9% | +3.2% |
| 30D | +8.5% | -5.7% | +14.2% | +9.3% |
| 3M | +6.6% | +2.5% | +4.1% | +6.1% |
| 6M | +17.1% | -16.7% | +33.7% | +19.3% |
| YTD | +19.0% | -20.2% | +39.2% | +21.7% |
| 1Y | +21.8% | -31.4% | +53.2% | +27.0% |
| 3Y | +6.4% | -10.5% | +16.9% | +5.1% |
| 5Y | +5.1% | -35.2% | +40.4% | +7.9% |
| All | +5.1% | -35.1% | +40.2% | +7.9% |
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 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