+98.4%
KDP vs EQH
+234.7%
-136.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +6.2% | +2.8% | +3.4% | +5.7% |
| 3M | +1.2% | +23.1% | -21.9% | -2.3% |
| 6M | +15.3% | +41.4% | -26.1% | +8.5% |
| YTD | +14.8% | +14.3% | +0.5% | +11.6% |
| 1Y | +17.6% | +1.6% | +16.0% | +16.4% |
| 3Y | +2.1% | +102.7% | -100.6% | -12.7% |
| 5Y | +2.7% | +104.5% | -101.8% | -13.7% |
| All | +98.4% | +234.7% | -136.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling