+29.1%
KDP vs IAU
+103.2%
-74.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +2.2% | +4.7% | -2.5% | +2.1% |
| 30D | +19.9% | -0.9% | +20.8% | +19.8% |
| 3M | +21.5% | -4.4% | +25.9% | +21.4% |
| 6M | +30.1% | -13.5% | +43.6% | +30.3% |
| YTD | +34.9% | -5.9% | +40.8% | +34.4% |
| 1Y | +43.4% | +1.9% | +41.5% | +42.7% |
| 3Y | +29.1% | +104.1% | -75.0% | +18.4% |
| All | +29.1% | +103.2% | -74.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling