+1,117.5%
KDP vs EWZ
-11.1%
+1,128.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.3% | +6.5% | -5.2% | -0.1% |
| 30D | +6.0% | +4.8% | +1.1% | +4.9% |
| 3M | +9.2% | +9.9% | -0.7% | +6.9% |
| 6M | +14.7% | +1.9% | +12.7% | +13.8% |
| YTD | +19.2% | +20.3% | -1.1% | +13.9% |
| 1Y | +15.2% | +35.6% | -20.4% | +7.1% |
| 3Y | +6.0% | +43.4% | -37.5% | -3.6% |
| 5Y | +5.4% | +55.9% | -50.5% | -8.0% |
| 10Y | +171.9% | +84.2% | +87.7% | +110.0% |
| All | +1,117.5% | -11.1% | +1,128.6% | +800.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling