+364.4%
IGV vs KDP
+173.4%
+191.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -1.5% | -1.6% | 0.0% | -1.2% |
| 30D | -3.0% | +9.5% | -12.5% | -5.2% |
| 3M | +9.6% | +2.6% | +6.9% | +8.6% |
| 6M | +16.1% | +15.6% | +0.5% | +11.3% |
| YTD | -3.6% | +17.3% | -21.0% | -8.3% |
| 1Y | -7.8% | +20.1% | -27.9% | -13.2% |
| 3Y | +40.0% | +4.9% | +35.1% | +34.8% |
| 5Y | +21.2% | +5.0% | +16.2% | +16.4% |
| 10Y | +364.4% | +179.8% | +184.6% | +277.6% |
| All | +364.4% | +173.4% | +191.0% | +277.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling