+41.7%
IGV vs KDP
+28.7%
+13.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.2% | +2.2% | -7.4% | -5.1% |
| 30D | -10.0% | +19.9% | -29.9% | -9.7% |
| 3M | -0.5% | +21.5% | -22.0% | -0.2% |
| 6M | +12.6% | +30.1% | -17.5% | +13.3% |
| YTD | -6.4% | +34.9% | -41.4% | -5.7% |
| 1Y | -9.5% | +43.4% | -52.9% | -9.1% |
| 3Y | +41.7% | +29.1% | +12.6% | +44.1% |
| All | +41.7% | +28.7% | +13.0% | +44.1% |
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