+15.2%
KDP vs EW
+11.0%
+4.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +6.0% | +1.0% | +4.9% | +5.7% |
| 3M | +9.2% | +2.8% | +6.4% | +8.6% |
| 6M | +14.7% | +5.5% | +9.2% | +13.7% |
| YTD | +19.2% | +5.5% | +13.7% | +18.3% |
| 1Y | +15.2% | +11.0% | +4.1% | +9.0% |
| All | +15.2% | +11.0% | +4.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling