+6.8%
KDP vs IAU
+141.6%
-134.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +6.0% | +4.4% | +1.6% | +5.9% |
| 3M | +9.2% | -1.1% | +10.2% | +9.3% |
| 6M | +14.7% | -13.7% | +28.4% | +15.4% |
| YTD | +19.2% | +2.7% | +16.5% | +18.7% |
| 1Y | +15.2% | +24.6% | -9.5% | +13.5% |
| 3Y | +6.0% | +126.8% | -120.9% | -0.6% |
| All | +6.8% | +141.6% | -134.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling