+1,314.5%
KDP vs EMB
+121.1%
+1,193.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +8.2% | +0.5% | +7.7% | +7.9% |
| 30D | +18.4% | +0.9% | +17.5% | +17.9% |
| 3M | +29.2% | -2.1% | +31.3% | +30.7% |
| 6M | +32.3% | -2.2% | +34.5% | +33.8% |
| YTD | +38.5% | -0.6% | +39.1% | +38.9% |
| 1Y | +48.5% | +0.2% | +48.3% | +48.3% |
| 3Y | +32.5% | +29.5% | +2.9% | +16.2% |
| 5Y | +19.7% | +8.0% | +11.7% | +14.6% |
| 10Y | +256.4% | +35.3% | +221.0% | +208.7% |
| All | +1,314.5% | +121.1% | +1,193.3% | +935.3% |
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