+7.6%
KDP vs EMR
+63.1%
-55.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +1.3% | -1.5% | +2.8% | +1.4% |
| 30D | +6.0% | -5.6% | +11.6% | +6.4% |
| 3M | +9.2% | +7.9% | +1.2% | +8.4% |
| 6M | +14.7% | +6.0% | +8.7% | +13.9% |
| YTD | +19.2% | +16.4% | +2.7% | +17.3% |
| 1Y | +15.2% | +16.6% | -1.4% | +13.2% |
| All | +7.6% | +63.1% | -55.5% | +1.7% |
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