+175.8%
KDP vs IAG
+371.0%
-195.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +2.1% | +4.3% | -2.2% | +2.0% |
| 30D | +8.5% | +9.8% | -1.3% | +8.3% |
| 3M | +6.6% | +28.9% | -22.3% | +6.0% |
| 6M | +17.1% | -7.6% | +24.6% | +17.1% |
| YTD | +19.0% | +22.0% | -2.9% | +18.3% |
| 1Y | +21.8% | +99.5% | -77.7% | +19.7% |
| 3Y | +6.4% | +818.3% | -811.8% | +0.3% |
| 5Y | +5.1% | +785.9% | -780.8% | -2.0% |
| 10Y | +175.8% | +381.1% | -205.3% | +152.0% |
| All | +175.8% | +371.0% | -195.1% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling