+47.7%
KDP vs EW
+25.3%
+22.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | +1.5% |
| 7D | +4.0% | +6.5% | -2.5% | +3.1% |
| 30D | +16.8% | +22.5% | -5.7% | +13.8% |
| 3M | +32.0% | +13.0% | +19.1% | +29.4% |
| 6M | +35.2% | +37.1% | -2.0% | +31.4% |
| YTD | +40.9% | +24.1% | +16.8% | +35.7% |
| 1Y | +47.7% | +24.2% | +23.4% | +42.8% |
| All | +47.7% | +25.3% | +22.3% | +42.8% |
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