+20.1%
KDP vs EWZ
+34.6%
-14.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.5% | +8.2% | +1.3% | +8.5% |
| 3M | +2.6% | +13.3% | -10.7% | +1.2% |
| 6M | +15.6% | +3.6% | +12.0% | +14.9% |
| YTD | +17.3% | +21.0% | -3.6% | +13.9% |
| 1Y | +20.1% | +34.7% | -14.6% | +11.9% |
| All | +20.1% | +34.6% | -14.5% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling