+247.9%
KDP vs IAG
+389.3%
-141.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.6% |
| 7D | -0.8% | -7.7% | +6.9% | -0.7% |
| 30D | +9.7% | +1.6% | +8.1% | +9.6% |
| 3M | +17.6% | -2.4% | +20.0% | +17.6% |
| 6M | +25.8% | -7.8% | +33.6% | +25.8% |
| YTD | +33.9% | +5.0% | +28.8% | +33.4% |
| 1Y | +38.9% | +25.7% | +13.2% | +38.0% |
| 3Y | +26.8% | +694.5% | -667.7% | +21.1% |
| 5Y | +16.3% | +421.7% | -405.3% | +9.8% |
| All | +247.9% | +389.3% | -141.4% | +224.6% |
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