+179.8%
KDP vs EW
+121.7%
+58.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -1.6% | -5.1% | +3.5% | -0.9% |
| 30D | +9.5% | -6.4% | +15.8% | +10.5% |
| 3M | +2.6% | -1.6% | +4.2% | +2.8% |
| 6M | +15.6% | +2.3% | +13.3% | +15.0% |
| YTD | +17.3% | +1.1% | +16.2% | +16.8% |
| 1Y | +20.1% | +8.0% | +12.1% | +18.3% |
| 3Y | +4.9% | +16.3% | -11.4% | -0.4% |
| 5Y | +5.0% | -29.4% | +34.4% | +7.6% |
| 10Y | +179.8% | +125.6% | +54.2% | +143.3% |
| All | +179.8% | +121.7% | +58.1% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling