+391.6%
IWM vs KDP
+1,294.8%
-903.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -2.0% | +2.2% | -4.2% | -3.0% |
| 30D | -1.5% | +19.9% | -21.4% | -8.2% |
| 3M | -8.0% | +21.5% | -29.5% | -15.0% |
| 6M | -4.1% | +30.1% | -34.2% | -14.1% |
| YTD | +11.9% | +34.9% | -23.0% | -1.8% |
| 1Y | +15.0% | +43.4% | -28.4% | -1.6% |
| 3Y | +64.2% | +29.1% | +35.1% | +42.9% |
| 5Y | +20.4% | +15.0% | +5.4% | +9.3% |
| 10Y | +168.0% | +234.1% | -66.1% | +46.4% |
| All | +391.6% | +1,294.8% | -903.1% | +20.6% |
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