+23.8%
IWM vs KDP
+16.7%
+7.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +2.3% | +9.7% | -7.4% | 0.0% |
| 3M | -8.3% | +17.6% | -25.9% | -11.9% |
| 6M | -1.3% | +25.8% | -27.1% | -7.1% |
| YTD | +13.5% | +33.9% | -20.4% | +4.7% |
| 1Y | +18.4% | +38.9% | -20.5% | +8.0% |
| 3Y | +69.6% | +26.8% | +42.8% | +54.0% |
| All | +23.8% | +16.7% | +7.1% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling