+261.3%
IBM vs KDP
+1,132.0%
-870.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +0.3% | +6.0% | -5.7% | -1.4% |
| 3M | -21.6% | +9.2% | -30.8% | -23.5% |
| 6M | -4.7% | +14.7% | -19.4% | -8.5% |
| YTD | -19.1% | +19.2% | -38.3% | -23.5% |
| 1Y | -2.5% | +15.2% | -17.7% | -7.3% |
| 3Y | +74.2% | +6.0% | +68.2% | +67.8% |
| 5Y | +113.1% | +5.4% | +107.7% | +104.5% |
| 10Y | +133.5% | +171.9% | -38.3% | +64.6% |
| All | +261.3% | +1,132.0% | -870.7% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling