+15.2%
KDP vs IAG
+119.5%
-104.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +6.0% | +28.9% | -22.9% | +6.2% |
| 3M | +9.2% | +19.1% | -10.0% | +9.6% |
| 6M | +14.7% | -10.3% | +24.9% | +15.6% |
| YTD | +19.2% | +24.2% | -5.0% | +20.3% |
| 1Y | +15.2% | +116.5% | -101.3% | +25.4% |
| All | +15.2% | +119.5% | -104.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling