+21.8%
KDP vs EW
+7.6%
+14.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | +2.1% | -4.4% | +6.5% | +2.8% |
| 30D | +8.5% | -3.3% | +11.8% | +8.9% |
| 3M | +6.6% | +1.0% | +5.6% | +6.4% |
| 6M | +17.1% | +6.2% | +10.8% | +15.7% |
| YTD | +19.0% | +1.7% | +17.3% | +18.8% |
| 1Y | +21.8% | +8.1% | +13.7% | +15.8% |
| All | +21.8% | +7.6% | +14.1% | +15.8% |
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