+17.0%
KDP vs EMB
+6.0%
+10.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| 3M | +21.5% | -2.7% | +24.2% | +23.1% |
| 6M | +30.1% | -2.8% | +32.9% | +31.8% |
| 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% | +15.5% |
| All | +17.0% | +6.0% | +10.9% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling