+23.2%
KDP vs EME
-28.4%
+51.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.5% |
| 7D | -4.0% | +11.3% | -15.3% | -2.5% |
| 30D | +8.5% | -14.6% | +23.0% | +6.7% |
| 3M | +20.7% | -20.4% | +41.1% | +17.9% |
| 6M | +23.2% | -28.3% | +51.4% | +18.8% |
| All | +23.2% | -28.4% | +51.6% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling