+169.5%
KDP vs EWJ
+144.4%
+25.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +6.2% | +0.8% | +5.4% | +5.9% |
| 3M | +1.2% | +7.5% | -6.3% | -1.3% |
| 6M | +15.3% | +15.6% | -0.2% | +9.3% |
| YTD | +14.8% | +22.7% | -7.9% | +6.4% |
| 1Y | +17.6% | +26.4% | -8.8% | +7.8% |
| 3Y | +2.1% | +72.5% | -70.4% | -18.4% |
| 5Y | +2.7% | +52.4% | -49.7% | -13.7% |
| All | +169.5% | +144.4% | +25.1% | +70.0% |
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