+179.8%
KDP vs EWZ
+86.7%
+93.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.5% | +8.2% | +1.3% | +8.0% |
| 3M | +2.6% | +13.3% | -10.7% | +0.4% |
| 6M | +15.6% | +3.6% | +12.0% | +14.6% |
| YTD | +17.3% | +21.0% | -3.6% | +13.1% |
| 1Y | +20.1% | +34.7% | -14.6% | +13.5% |
| 3Y | +4.9% | +48.3% | -43.4% | -3.4% |
| 5Y | +5.0% | +60.1% | -55.1% | -6.2% |
| 10Y | +179.8% | +92.6% | +87.2% | +120.8% |
| All | +179.8% | +86.7% | +93.1% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling