+310.3%
IVV vs KDP
+247.6%
+62.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -2.0% | +9.7% | -11.7% | -4.4% |
| 3M | -2.8% | +17.6% | -20.4% | -6.9% |
| 6M | +2.2% | +25.8% | -23.6% | -4.1% |
| YTD | +11.5% | +33.9% | -22.3% | +2.6% |
| 1Y | +13.5% | +38.9% | -25.4% | +3.3% |
| 3Y | +78.1% | +26.8% | +51.3% | +63.3% |
| 5Y | +73.1% | +16.3% | +56.8% | +62.7% |
| All | +310.3% | +247.6% | +62.7% | +230.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling