+6.4%
KDP vs EME
+249.1%
-242.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | 0.0% |
| 7D | +2.1% | +5.2% | -3.1% | +2.2% |
| 30D | +8.5% | -5.4% | +13.8% | +8.3% |
| 3M | +6.6% | -6.1% | +12.7% | +6.5% |
| 6M | +17.1% | +9.7% | +7.4% | +17.2% |
| YTD | +19.0% | +26.6% | -7.5% | +19.7% |
| 1Y | +21.8% | +24.6% | -2.9% | +22.0% |
| 3Y | +6.4% | +249.6% | -243.1% | -3.9% |
| All | +6.4% | +249.1% | -242.7% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling