+639.8%
IVV vs KDP
+1,304.6%
-664.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -4.8% | +4.5% | -9.3% | -6.3% |
| 30D | -5.9% | +18.5% | -24.4% | -11.3% |
| 3M | -4.5% | +20.8% | -25.4% | -10.8% |
| 6M | +1.8% | +29.4% | -27.6% | -7.4% |
| YTD | +8.4% | +35.9% | -27.5% | -3.6% |
| 1Y | +9.4% | +42.5% | -33.1% | -4.4% |
| 3Y | +75.3% | +29.4% | +45.9% | +54.9% |
| 5Y | +67.8% | +15.8% | +52.0% | +53.6% |
| 10Y | +314.2% | +236.5% | +77.7% | +142.3% |
| All | +639.8% | +1,304.6% | -664.9% | +118.3% |
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 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