+5.1%
KDP vs EWZ
+60.6%
-55.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +2.1% | +5.6% | -3.5% | +1.3% |
| 30D | +8.5% | +9.3% | -0.8% | +7.2% |
| 3M | +6.6% | +15.7% | -9.1% | +4.5% |
| 6M | +17.1% | +7.4% | +9.6% | +15.7% |
| YTD | +19.0% | +22.7% | -3.6% | +15.4% |
| 1Y | +21.8% | +36.4% | -14.6% | +16.2% |
| 3Y | +6.4% | +50.4% | -43.9% | -0.4% |
| 5Y | +5.1% | +67.6% | -62.5% | -4.9% |
| All | +5.1% | +60.6% | -55.5% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling