+266.4%
KDP vs EWJ
+127.4%
+139.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.2% | +1.2% |
| 7D | +4.0% | -1.9% | +5.8% | +4.5% |
| 30D | +16.8% | -5.3% | +22.1% | +18.6% |
| 3M | +32.0% | -4.3% | +36.4% | +33.6% |
| 6M | +35.2% | +0.4% | +34.8% | +34.2% |
| YTD | +40.9% | +14.7% | +26.2% | +33.2% |
| 1Y | +47.7% | +14.7% | +32.9% | +39.5% |
| 3Y | +34.8% | +66.2% | -31.4% | +8.6% |
| 5Y | +22.6% | +50.2% | -27.5% | +2.6% |
| 10Y | +266.4% | +127.1% | +139.4% | +139.3% |
| All | +266.4% | +127.4% | +139.0% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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