+1,278.3%
KDP vs EMR
+379.6%
+898.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | +19.9% | +2.0% | +18.0% | +19.2% |
| 3M | +21.5% | +3.8% | +17.7% | +19.9% |
| 6M | +30.1% | +10.5% | +19.6% | +25.6% |
| YTD | +34.9% | +23.7% | +11.2% | +25.0% |
| 1Y | +43.4% | +25.4% | +18.0% | +32.2% |
| 3Y | +29.1% | +86.6% | -57.5% | +2.5% |
| 5Y | +15.0% | +83.0% | -68.0% | -9.4% |
| 10Y | +234.1% | +319.5% | -85.4% | +84.9% |
| All | +1,278.3% | +379.6% | +898.8% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling