+29.1%
KDP vs EWT
+136.7%
-107.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.8% |
| 7D | +2.2% | -11.7% | +13.9% | +2.4% |
| 30D | +19.9% | -23.2% | +43.2% | +20.6% |
| 3M | +21.5% | -12.5% | +34.0% | +21.5% |
| 6M | +30.1% | -5.9% | +36.0% | +29.0% |
| YTD | +34.9% | +40.5% | -5.5% | +29.5% |
| 1Y | +43.4% | +43.7% | -0.3% | +37.4% |
| 3Y | +29.1% | +136.6% | -107.6% | +16.2% |
| All | +29.1% | +136.7% | -107.6% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling