+1,232.8%
KDP vs EWZ
-25.4%
+1,258.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.0% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | +8.5% | -25.9% | +34.3% | +14.7% |
| 3M | +20.7% | -6.1% | +26.8% | +21.1% |
| 6M | +23.2% | -16.1% | +39.3% | +26.4% |
| YTD | +30.5% | +1.0% | +29.5% | +28.2% |
| 1Y | +35.9% | 0.0% | +35.9% | +33.7% |
| 3Y | +24.8% | +16.8% | +8.0% | +17.5% |
| 5Y | +13.4% | +52.1% | -38.7% | -1.3% |
| 10Y | +239.3% | +63.6% | +175.7% | +166.1% |
| All | +1,232.8% | -25.4% | +1,258.2% | +913.2% |
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