+957.3%
IGV vs KDP
+1,294.7%
-337.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.2% | +2.2% | -7.4% | -6.0% |
| 30D | -10.0% | +19.9% | -29.9% | -15.5% |
| 3M | -0.5% | +21.5% | -22.0% | -7.3% |
| 6M | +12.6% | +30.1% | -17.5% | +2.2% |
| YTD | -6.4% | +34.9% | -41.4% | -16.8% |
| 1Y | -9.5% | +43.4% | -52.9% | -21.4% |
| 3Y | +41.7% | +29.1% | +12.6% | +24.6% |
| 5Y | +12.7% | +15.0% | -2.3% | +2.9% |
| 10Y | +354.1% | +234.1% | +120.0% | +164.1% |
| All | +957.3% | +1,294.7% | -337.5% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling