+1,314.5%
KDP vs EFX
+490.5%
+824.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +8.2% | +0.3% | +7.9% | +8.1% |
| 30D | +18.4% | +29.1% | -10.8% | +10.8% |
| 3M | +29.2% | +4.3% | +25.0% | +27.4% |
| 6M | +32.3% | +7.7% | +24.5% | +28.7% |
| YTD | +38.5% | -12.5% | +50.9% | +40.6% |
| 1Y | +48.5% | -8.8% | +57.3% | +49.1% |
| 3Y | +32.5% | +4.3% | +28.1% | +23.8% |
| 5Y | +19.7% | -29.4% | +49.1% | +21.7% |
| 10Y | +256.4% | +78.1% | +178.3% | +146.5% |
| All | +1,314.5% | +490.5% | +824.0% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling