+1,278.3%
KDP vs IAG
+237.7%
+1,040.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -0.9% |
| 7D | +2.2% | +21.4% | -19.2% | +1.6% |
| 30D | +19.9% | +4.0% | +15.9% | +19.7% |
| 3M | +21.5% | +17.0% | +4.5% | +20.7% |
| 6M | +30.1% | +1.4% | +28.7% | +29.7% |
| YTD | +34.9% | +13.8% | +21.2% | +33.6% |
| 1Y | +43.4% | +55.8% | -12.4% | +40.4% |
| 3Y | +29.1% | +647.4% | -618.3% | +18.2% |
| 5Y | +15.0% | +519.1% | -504.2% | +4.4% |
| 10Y | +234.1% | +345.6% | -111.5% | +198.4% |
| All | +1,278.3% | +237.7% | +1,040.6% | +910.5% |
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