+44.0%
IGV vs KDP
+6.3%
+37.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.5% |
| 30D | +3.2% | +6.0% | -2.8% | +3.2% |
| 3M | +4.5% | +9.2% | -4.7% | +4.6% |
| 6M | +22.1% | +14.7% | +7.4% | +22.7% |
| YTD | -1.0% | +19.2% | -20.2% | -0.8% |
| 1Y | -2.1% | +15.2% | -17.3% | -1.6% |
| All | +44.0% | +6.3% | +37.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling