+35.2%
KDP vs IAU
-15.8%
+51.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.7% |
| 7D | +4.0% | -2.0% | +5.9% | +3.9% |
| 30D | +16.8% | -4.4% | +21.2% | +16.1% |
| 3M | +32.0% | -8.9% | +40.9% | +30.4% |
| 6M | +35.2% | -15.9% | +51.1% | +32.1% |
| All | +35.2% | -15.8% | +51.0% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling