+43.5%
KDP vs EMB
+0.7%
+42.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.1% |
| 7D | +5.3% | +0.7% | +4.6% | +4.8% |
| 30D | +19.1% | +2.3% | +16.8% | +17.4% |
| 3M | +19.2% | -2.5% | +21.6% | +20.2% |
| 6M | +29.3% | -1.1% | +30.4% | +29.8% |
| YTD | +35.5% | -0.6% | +36.1% | +37.0% |
| 1Y | +43.5% | +0.6% | +42.8% | +47.0% |
| All | +43.5% | +0.7% | +42.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling