-7.0%
IBM vs KDP
+17.7%
-24.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | +2.1% | -1.8% | +0.3% |
| 30D | -1.5% | +8.5% | -9.9% | -1.5% |
| 3M | -16.8% | +6.6% | -23.4% | -16.4% |
| 6M | -9.0% | +17.1% | -26.1% | -5.6% |
| YTD | -20.1% | +19.0% | -39.1% | -17.2% |
| 1Y | -7.0% | +21.8% | -28.8% | -2.7% |
| All | -7.0% | +17.7% | -24.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling