+45.9%
KDP vs IAG
+52.4%
-6.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | +0.7% |
| 7D | +0.3% | +24.0% | -23.7% | -0.2% |
| 30D | +16.3% | +5.5% | +10.8% | +15.8% |
| 3M | +24.0% | +8.3% | +15.7% | +23.5% |
| 6M | +30.0% | +6.1% | +23.9% | +30.1% |
| YTD | +36.1% | +20.3% | +15.8% | +35.3% |
| All | +45.9% | +52.4% | -6.5% | +46.2% |
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