+256.4%
KDP vs EWT
+414.5%
-158.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +8.2% | -3.7% | +11.9% | +8.7% |
| 30D | +18.4% | -17.2% | +35.5% | +22.0% |
| 3M | +29.2% | -7.3% | +36.6% | +30.2% |
| 6M | +32.3% | -1.5% | +33.8% | +30.5% |
| YTD | +38.5% | +49.0% | -10.6% | +24.0% |
| 1Y | +48.5% | +50.6% | -2.1% | +32.6% |
| 3Y | +32.5% | +148.9% | -116.4% | +1.9% |
| 5Y | +19.7% | +116.1% | -96.4% | -4.4% |
| 10Y | +256.4% | +427.8% | -171.5% | +103.6% |
| All | +256.4% | +414.5% | -158.1% | +103.6% |
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