+22.0%
IGV vs KDP
+6.3%
+15.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.3% | +2.1% | -5.4% | -3.6% |
| 30D | 0.0% | +8.5% | -8.5% | -1.2% |
| 3M | +7.3% | +6.6% | +0.7% | +6.2% |
| 6M | +16.7% | +17.1% | -0.3% | +13.9% |
| YTD | -2.8% | +19.0% | -21.9% | -5.8% |
| 1Y | -6.7% | +21.8% | -28.4% | -10.1% |
| 3Y | +41.1% | +6.4% | +34.7% | +38.1% |
| 5Y | +22.0% | +5.1% | +16.8% | +20.6% |
| All | +22.0% | +6.3% | +15.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling