+266.4%
KDP vs EME
+948.4%
-682.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +1.4% |
| 7D | +4.0% | +4.3% | -0.3% | +3.5% |
| 30D | +16.8% | -14.4% | +31.2% | +18.5% |
| 3M | +32.0% | -18.3% | +50.4% | +34.4% |
| 6M | +35.2% | -28.3% | +63.5% | +39.3% |
| YTD | +40.9% | +9.2% | +31.7% | +36.8% |
| 1Y | +47.7% | +4.3% | +43.4% | +44.2% |
| 3Y | +34.8% | +218.6% | -183.9% | +3.0% |
| 5Y | +22.6% | +421.0% | -398.4% | -16.9% |
| 10Y | +266.4% | +928.3% | -661.9% | +110.4% |
| All | +266.4% | +948.4% | -682.0% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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