+19.7%
KDP vs EWZ
+53.9%
-34.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +8.2% | +1.3% | +6.9% | +8.0% |
| 30D | +18.4% | -26.2% | +44.5% | +22.2% |
| 3M | +29.2% | -8.6% | +37.9% | +29.4% |
| 6M | +32.3% | -17.0% | +49.3% | +34.2% |
| YTD | +38.5% | +2.2% | +36.3% | +36.1% |
| 1Y | +48.5% | +2.7% | +45.8% | +45.7% |
| 3Y | +32.5% | +18.2% | +14.3% | +26.4% |
| 5Y | +19.7% | +56.0% | -36.3% | +7.3% |
| All | +19.7% | +53.9% | -34.3% | +7.3% |
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