+315.2%
IVV vs KDP
+174.5%
+140.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | +6.0% | -5.9% | -1.4% |
| 3M | +2.0% | +9.2% | -7.2% | -0.6% |
| 6M | +13.0% | +14.7% | -1.6% | +8.6% |
| YTD | +13.6% | +19.2% | -5.6% | +7.8% |
| 1Y | +20.1% | +15.2% | +4.9% | +14.6% |
| 3Y | +77.6% | +6.0% | +71.6% | +71.1% |
| 5Y | +82.5% | +5.4% | +77.0% | +75.8% |
| All | +315.2% | +174.5% | +140.8% | +250.5% |
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