+1,278.3%
KDP vs EW
+2,108.4%
-830.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +2.2% | +11.0% | -8.8% | +0.4% |
| 30D | +19.9% | +19.1% | +0.9% | +16.4% |
| 3M | +21.5% | +14.4% | +7.1% | +18.6% |
| 6M | +30.1% | +22.8% | +7.3% | +25.4% |
| YTD | +34.9% | +19.8% | +15.1% | +30.3% |
| 1Y | +43.4% | +23.9% | +19.5% | +37.6% |
| 3Y | +29.1% | +52.2% | -23.1% | +16.0% |
| 5Y | +15.0% | -13.9% | +28.9% | +13.1% |
| 10Y | +234.1% | +241.9% | -7.8% | +143.3% |
| All | +1,278.3% | +2,108.4% | -830.1% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling