+29.1%
KDP vs EMB
+28.2%
+0.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | +19.9% | +1.3% | +18.6% | +19.2% |
| 3M | +21.5% | -2.7% | +24.2% | +23.1% |
| 6M | +30.1% | -2.8% | +32.9% | +31.9% |
| YTD | +34.9% | -1.1% | +36.1% | +35.6% |
| 1Y | +43.4% | 0.0% | +43.4% | +43.4% |
| 3Y | +29.1% | +28.8% | +0.3% | +17.4% |
| All | +29.1% | +28.2% | +0.9% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling