+11.2%
IGV vs KDP
+14.9%
-3.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.2% | +2.2% | -7.4% | -5.5% |
| 30D | -10.0% | +19.9% | -29.9% | -12.2% |
| 3M | -0.5% | +21.5% | -22.0% | -3.2% |
| 6M | +12.6% | +30.1% | -17.5% | +8.4% |
| YTD | -6.4% | +34.9% | -41.4% | -10.8% |
| 1Y | -9.5% | +43.4% | -52.9% | -14.9% |
| 3Y | +41.7% | +29.1% | +12.6% | +32.2% |
| All | +11.2% | +14.9% | -3.7% | +7.3% |
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