+1,290.0%
KDP vs IAG
+257.1%
+1,032.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | +0.7% |
| 7D | +0.3% | +24.0% | -23.7% | -0.4% |
| 30D | +16.3% | +5.5% | +10.8% | +16.0% |
| 3M | +24.0% | +8.3% | +15.7% | +23.5% |
| 6M | +30.0% | +6.1% | +23.9% | +29.4% |
| YTD | +36.1% | +20.3% | +15.8% | +34.5% |
| 1Y | +46.8% | +56.5% | -9.6% | +43.8% |
| 3Y | +30.5% | +762.6% | -732.1% | +18.9% |
| 5Y | +17.9% | +546.3% | -528.4% | +6.9% |
| 10Y | +239.3% | +356.1% | -116.8% | +203.0% |
| All | +1,290.0% | +257.1% | +1,032.9% | +917.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling