+1,117.5%
KDP vs EME
+2,974.7%
-1,857.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +6.0% | -8.3% | +14.3% | +7.6% |
| 3M | +9.2% | -10.7% | +19.9% | +10.6% |
| 6M | +14.7% | +1.9% | +12.8% | +12.6% |
| YTD | +19.2% | +23.5% | -4.3% | +11.9% |
| 1Y | +15.2% | +18.0% | -2.8% | +8.0% |
| 3Y | +6.0% | +236.1% | -230.1% | -25.5% |
| 5Y | +5.4% | +527.9% | -522.5% | -37.7% |
| 10Y | +171.9% | +1,252.8% | -1,080.9% | +24.0% |
| All | +1,117.5% | +2,974.7% | -1,857.2% | +265.4% |
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