+166.9%
IWM vs KDP
+175.4%
-8.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.4% | +2.1% | -0.7% | +0.8% |
| 30D | -2.3% | +8.5% | -10.7% | -4.6% |
| 3M | +4.0% | +6.6% | -2.6% | +1.7% |
| 6M | +17.9% | +17.1% | +0.9% | +12.0% |
| YTD | +20.2% | +19.0% | +1.2% | +13.3% |
| 1Y | +25.0% | +21.8% | +3.2% | +16.5% |
| 3Y | +66.0% | +6.4% | +59.5% | +58.9% |
| 5Y | +40.0% | +5.1% | +34.9% | +34.4% |
| 10Y | +166.9% | +175.8% | -9.0% | +124.8% |
| All | +166.9% | +175.4% | -8.5% | +124.8% |
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