+247.9%
KDP vs IAU
+210.9%
+37.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | -4.6% | +3.8% | -0.7% |
| 30D | +9.7% | -5.4% | +15.2% | +9.8% |
| 3M | +17.6% | -10.9% | +28.5% | +17.7% |
| 6M | +25.8% | -17.4% | +43.1% | +26.1% |
| YTD | +33.9% | -10.2% | +44.1% | +33.9% |
| 1Y | +38.9% | -7.1% | +45.9% | +38.8% |
| 3Y | +26.8% | +97.7% | -70.9% | +24.5% |
| 5Y | +16.3% | +105.3% | -89.0% | +13.4% |
| All | +247.9% | +210.9% | +37.0% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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