+239.1%
KDP vs EWT
+448.2%
-209.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.5% | -6.9% |
| 7D | -4.0% | +13.2% | -17.2% | -6.0% |
| 30D | +8.5% | -14.3% | +22.7% | +11.2% |
| 3M | +20.7% | -8.4% | +29.1% | +22.0% |
| 6M | +23.2% | +3.7% | +19.5% | +20.4% |
| YTD | +30.5% | +53.1% | -22.6% | +16.4% |
| 1Y | +35.9% | +55.5% | -19.6% | +20.7% |
| 3Y | +24.8% | +155.6% | -130.8% | -4.4% |
| 5Y | +13.4% | +119.3% | -105.9% | -9.5% |
| All | +239.1% | +448.2% | -209.1% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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