+33.5%
KDP vs EME
+219.6%
-186.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +1.9% |
| 7D | +4.0% | +4.3% | -0.3% | +4.2% |
| 30D | +16.8% | -14.4% | +31.2% | +16.1% |
| 3M | +32.0% | -18.3% | +50.4% | +31.0% |
| 6M | +35.2% | -28.3% | +63.5% | +33.9% |
| YTD | +40.9% | +9.2% | +31.7% | +41.3% |
| 1Y | +47.7% | +4.3% | +43.4% | +47.9% |
| All | +33.5% | +219.6% | -186.2% | +21.7% |
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