+161.6%
IWM vs KDP
+231.8%
-70.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.7% |
| 30D | -1.5% | +19.9% | -21.4% | -6.4% |
| 3M | -8.0% | +21.5% | -29.5% | -13.1% |
| 6M | -4.1% | +30.1% | -34.2% | -11.5% |
| YTD | +11.9% | +34.9% | -23.0% | +1.7% |
| 1Y | +15.0% | +43.4% | -28.4% | +2.6% |
| 3Y | +64.2% | +29.1% | +35.1% | +48.3% |
| 5Y | +20.4% | +15.0% | +5.4% | +12.7% |
| All | +161.6% | +231.8% | -70.2% | +118.1% |
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