+1,314.5%
KDP vs EWT
+506.1%
+808.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +8.2% | -3.7% | +11.9% | +8.9% |
| 30D | +18.4% | -17.2% | +35.5% | +24.3% |
| 3M | +29.2% | -7.3% | +36.6% | +30.9% |
| 6M | +32.3% | -1.5% | +33.8% | +30.0% |
| YTD | +38.5% | +49.0% | -10.6% | +18.7% |
| 1Y | +48.5% | +50.6% | -2.1% | +26.8% |
| 3Y | +32.5% | +148.9% | -116.4% | -6.6% |
| 5Y | +19.7% | +116.1% | -96.4% | -12.3% |
| 10Y | +256.4% | +427.8% | -171.5% | +82.9% |
| All | +1,314.5% | +506.1% | +808.4% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling