+1,117.5%
KDP vs EMB
+126.0%
+991.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +6.0% | -0.3% | +6.3% | +6.2% |
| 3M | +9.2% | -0.4% | +9.6% | +9.4% |
| 6M | +14.7% | +0.1% | +14.6% | +14.6% |
| YTD | +19.2% | +1.6% | +17.6% | +18.2% |
| 1Y | +15.2% | +5.6% | +9.6% | +12.1% |
| 3Y | +6.0% | +29.8% | -23.9% | -7.1% |
| 5Y | +5.4% | +7.3% | -1.9% | +1.3% |
| 10Y | +171.9% | +30.4% | +141.4% | +138.2% |
| All | +1,117.5% | +126.0% | +991.5% | +781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling