+239.3%
KDP vs IAU
+209.6%
+29.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | +0.3% | +4.9% | -4.6% | +0.2% |
| 30D | +16.3% | -1.4% | +17.7% | +16.3% |
| 3M | +24.0% | -4.8% | +28.8% | +24.0% |
| 6M | +30.0% | -12.5% | +42.5% | +30.2% |
| YTD | +36.1% | -4.2% | +40.3% | +35.9% |
| 1Y | +46.8% | +3.1% | +43.7% | +46.4% |
| 3Y | +30.5% | +110.0% | -79.5% | +27.4% |
| 5Y | +17.9% | +123.1% | -105.2% | +14.4% |
| 10Y | +239.3% | +216.7% | +22.6% | +267.9% |
| All | +239.3% | +209.6% | +29.6% | +267.9% |
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