+26.8%
KDP vs EMR
+103.4%
-76.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.0% |
| 30D | +9.7% | +3.7% | +6.1% | +9.4% |
| 3M | +17.6% | +2.0% | +15.6% | +17.4% |
| 6M | +25.8% | +22.1% | +3.7% | +23.8% |
| YTD | +33.9% | +27.2% | +6.6% | +30.9% |
| 1Y | +38.9% | +32.0% | +6.9% | +35.4% |
| 3Y | +26.8% | +103.3% | -76.5% | +17.8% |
| All | +26.8% | +103.4% | -76.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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