+266.4%
KDP vs EMB
+36.3%
+230.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | +16.8% | +1.5% | +15.3% | +15.7% |
| 3M | +32.0% | -1.6% | +33.6% | +33.5% |
| 6M | +35.2% | -1.5% | +36.6% | +36.5% |
| YTD | +40.9% | -0.1% | +41.0% | +41.0% |
| 1Y | +47.7% | +0.5% | +47.1% | +47.1% |
| 3Y | +34.8% | +30.2% | +4.6% | +13.0% |
| 5Y | +22.6% | +8.6% | +14.1% | +18.1% |
| 10Y | +266.4% | +36.9% | +229.6% | +202.2% |
| All | +266.4% | +36.3% | +230.1% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling