+1,117.5%
KDP vs EWT
+618.1%
+499.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.4% |
| 7D | +1.3% | +4.0% | -2.7% | +0.1% |
| 30D | +6.0% | +10.3% | -4.3% | +2.8% |
| 3M | +9.2% | +6.1% | +3.1% | +6.2% |
| 6M | +14.7% | +56.6% | -41.9% | -1.8% |
| YTD | +19.2% | +76.6% | -57.4% | -2.0% |
| 1Y | +15.2% | +97.9% | -82.7% | -8.9% |
| 3Y | +6.0% | +198.0% | -192.0% | -28.6% |
| 5Y | +5.4% | +151.8% | -146.3% | -25.5% |
| 10Y | +171.9% | +514.1% | -342.3% | +34.6% |
| All | +1,117.5% | +618.1% | +499.4% | +386.0% |
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