+247.9%
KDP vs EWZ
+68.6%
+179.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | -0.8% | +0.8% | -1.5% | -0.9% |
| 30D | +9.7% | -24.4% | +34.1% | +14.2% |
| 3M | +17.6% | -4.6% | +22.2% | +17.5% |
| 6M | +25.8% | -11.6% | +37.3% | +27.1% |
| YTD | +33.9% | +2.4% | +31.5% | +31.6% |
| 1Y | +38.9% | +2.1% | +36.8% | +36.5% |
| 3Y | +26.8% | +18.7% | +8.1% | +20.5% |
| 5Y | +16.3% | +54.2% | -37.8% | +3.9% |
| All | +247.9% | +68.6% | +179.3% | +185.7% |
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