+400.2%
IWM vs KDP
+1,248.7%
-848.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | +1.1% |
| 7D | +2.8% | -4.0% | +6.7% | +4.2% |
| 30D | +0.6% | +8.5% | -7.8% | -2.7% |
| 3M | -7.8% | +20.7% | -28.5% | -14.7% |
| 6M | -1.0% | +23.2% | -24.1% | -9.6% |
| YTD | +13.9% | +30.5% | -16.6% | +1.1% |
| 1Y | +15.4% | +35.9% | -20.4% | +0.8% |
| 3Y | +70.2% | +24.8% | +45.4% | +49.9% |
| 5Y | +23.7% | +13.4% | +10.3% | +12.6% |
| 10Y | +147.8% | +239.3% | -91.5% | +33.9% |
| All | +400.2% | +1,248.7% | -848.5% | +24.1% |
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 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