+247.9%
KDP vs IEFA
+148.4%
+99.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -0.8% | +2.2% | -3.0% | -1.7% |
| 30D | +9.7% | +1.1% | +8.7% | +9.2% |
| 3M | +17.6% | -4.3% | +21.9% | +19.8% |
| 6M | +25.8% | +1.4% | +24.4% | +24.7% |
| YTD | +33.9% | +10.1% | +23.8% | +27.5% |
| 1Y | +38.9% | +12.9% | +26.0% | +30.7% |
| 3Y | +26.8% | +65.8% | -39.0% | -1.3% |
| 5Y | +16.3% | +47.7% | -31.3% | -4.8% |
| All | +247.9% | +148.4% | +99.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling