+568.7%
KDP vs IEFA
+217.0%
+351.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | +6.0% | +1.0% | +4.9% | +5.5% |
| 3M | +9.2% | +4.7% | +4.5% | +6.8% |
| 6M | +14.7% | +8.6% | +6.1% | +10.2% |
| YTD | +19.2% | +14.8% | +4.4% | +11.5% |
| 1Y | +15.2% | +22.6% | -7.4% | +4.6% |
| 3Y | +6.0% | +67.0% | -61.0% | -17.2% |
| 5Y | +5.4% | +52.3% | -46.8% | -14.7% |
| 10Y | +171.9% | +147.3% | +24.5% | +68.1% |
| All | +568.7% | +217.0% | +351.6% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling