+1,232.8%
KDP vs EME
+2,603.5%
-1,370.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.3% |
| 7D | -4.0% | +11.3% | -15.3% | -6.0% |
| 30D | +8.5% | -14.6% | +23.0% | +11.2% |
| 3M | +20.7% | -20.4% | +41.1% | +25.2% |
| 6M | +23.2% | -28.3% | +51.4% | +29.4% |
| YTD | +30.5% | +8.6% | +21.9% | +24.8% |
| 1Y | +35.9% | +3.2% | +32.6% | +31.2% |
| 3Y | +24.8% | +216.8% | -191.9% | -12.0% |
| 5Y | +13.4% | +417.5% | -404.1% | -30.4% |
| 10Y | +239.3% | +922.2% | -682.9% | +64.7% |
| All | +1,232.8% | +2,603.5% | -1,370.7% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling