+6.8%
KDP vs EWT
+153.4%
-146.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.1% |
| 7D | +1.3% | +4.0% | -2.7% | +0.9% |
| 30D | +6.0% | +10.3% | -4.3% | +5.0% |
| 3M | +9.2% | +6.1% | +3.1% | +8.4% |
| 6M | +14.7% | +56.6% | -41.9% | +7.8% |
| YTD | +19.2% | +76.6% | -57.4% | +10.3% |
| 1Y | +15.2% | +97.9% | -82.7% | +4.9% |
| 3Y | +6.0% | +198.0% | -192.0% | -11.4% |
| All | +6.8% | +153.4% | -146.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling