+6.4%
KDP vs EWT
+199.6%
-193.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +2.1% | +1.6% | +0.4% | +2.0% |
| 30D | +8.5% | +8.2% | +0.3% | +8.1% |
| 3M | +6.6% | +11.1% | -4.5% | +5.9% |
| 6M | +17.1% | +60.4% | -43.4% | +12.3% |
| YTD | +19.0% | +75.6% | -56.5% | +13.7% |
| 1Y | +21.8% | +91.3% | -69.5% | +15.7% |
| 3Y | +6.4% | +200.3% | -193.8% | -5.7% |
| All | +6.4% | +199.6% | -193.2% | -5.7% |
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 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