+17.0%
KDP vs EW
-14.5%
+31.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +2.2% | +11.0% | -8.8% | +1.4% |
| 30D | +19.9% | +19.1% | +0.9% | +18.4% |
| 3M | +21.5% | +14.4% | +7.1% | +20.2% |
| 6M | +30.1% | +22.8% | +7.3% | +28.1% |
| YTD | +34.9% | +19.8% | +15.1% | +32.9% |
| 1Y | +43.4% | +23.9% | +19.5% | +40.9% |
| 3Y | +29.1% | +52.2% | -23.1% | +22.4% |
| All | +17.0% | -14.5% | +31.4% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling