+266.4%
KDP vs EW
+242.2%
+24.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.5% |
| 7D | +4.0% | +6.5% | -2.5% | +3.0% |
| 30D | +16.8% | +22.5% | -5.7% | +13.4% |
| 3M | +32.0% | +13.0% | +19.1% | +29.6% |
| 6M | +35.2% | +37.1% | -2.0% | +29.0% |
| YTD | +40.9% | +24.1% | +16.8% | +36.1% |
| 1Y | +47.7% | +24.2% | +23.4% | +42.5% |
| 3Y | +34.8% | +64.8% | -30.0% | +20.8% |
| 5Y | +22.6% | -7.4% | +30.1% | +20.5% |
| 10Y | +266.4% | +248.8% | +17.6% | +218.3% |
| All | +266.4% | +242.2% | +24.3% | +218.3% |
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