+239.3%
KDP vs EW
+236.4%
+2.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.5% |
| 7D | +0.3% | +12.3% | -12.0% | -1.4% |
| 30D | +16.3% | +22.9% | -6.6% | +12.9% |
| 3M | +24.0% | +16.7% | +7.3% | +21.1% |
| 6M | +30.0% | +31.0% | -1.0% | +24.8% |
| YTD | +36.1% | +22.8% | +13.3% | +31.6% |
| 1Y | +46.8% | +25.6% | +21.3% | +41.5% |
| 3Y | +30.5% | +62.0% | -31.5% | +17.3% |
| 5Y | +17.9% | -12.8% | +30.7% | +17.3% |
| 10Y | +239.3% | +239.8% | -0.5% | +193.7% |
| All | +239.3% | +236.4% | +2.9% | +193.7% |
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