+1,117.5%
KDP vs EFX
+455.4%
+662.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +0.7% |
| 7D | +1.3% | -8.6% | +9.9% | +3.5% |
| 30D | +6.0% | +0.1% | +5.9% | +5.8% |
| 3M | +9.2% | +3.8% | +5.3% | +7.7% |
| 6M | +14.7% | -13.5% | +28.2% | +17.9% |
| YTD | +19.2% | -17.7% | +36.9% | +23.2% |
| 1Y | +15.2% | -25.6% | +40.7% | +21.7% |
| 3Y | +6.0% | -12.1% | +18.1% | +3.8% |
| 5Y | +5.4% | -33.8% | +39.2% | +9.1% |
| 10Y | +171.9% | +45.1% | +126.7% | +103.5% |
| All | +1,117.5% | +455.4% | +662.1% | +343.7% |
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