+364.8%
IGV vs KDP
+238.8%
+126.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | +0.9% |
| 7D | +2.5% | -4.0% | +6.4% | +3.3% |
| 30D | -8.6% | +8.5% | -17.0% | -10.6% |
| 3M | -1.6% | +20.7% | -22.3% | -6.3% |
| 6M | +13.4% | +23.2% | -9.7% | +7.1% |
| YTD | -4.0% | +30.5% | -34.5% | -11.2% |
| 1Y | -7.6% | +35.9% | -43.5% | -15.6% |
| 3Y | +39.3% | +24.8% | +14.5% | +27.6% |
| 5Y | +14.5% | +13.4% | +1.1% | +8.0% |
| All | +364.8% | +238.8% | +126.0% | +262.2% |
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