+38.9%
KDP vs EWT
+56.8%
-17.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | +9.1% | -9.9% | -0.6% |
| 30D | +9.7% | -12.2% | +21.9% | +9.5% |
| 3M | +17.6% | -9.4% | +27.0% | +17.3% |
| 6M | +25.8% | +2.7% | +23.1% | +23.3% |
| YTD | +33.9% | +53.3% | -19.4% | +22.3% |
| 1Y | +38.9% | +59.2% | -20.3% | +25.9% |
| All | +38.9% | +56.8% | -17.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling