+169.5%
KDP vs EME
+1,362.1%
-1,192.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.7% |
| 7D | -3.7% | +3.5% | -7.2% | -4.1% |
| 30D | +6.2% | -6.3% | +12.5% | +6.8% |
| 3M | +1.2% | -3.8% | +5.0% | +1.2% |
| 6M | +15.3% | +8.5% | +6.8% | +13.2% |
| YTD | +14.8% | +27.8% | -13.0% | +10.0% |
| 1Y | +17.6% | +22.2% | -4.6% | +12.5% |
| 3Y | +2.1% | +253.5% | -251.3% | -21.7% |
| 5Y | +2.7% | +578.6% | -575.9% | -32.1% |
| All | +169.5% | +1,362.1% | -1,192.6% | +55.6% |
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