+1,117.5%
KDP vs IBB
+744.2%
+373.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +6.0% | +10.5% | -4.5% | +2.5% |
| 3M | +9.2% | +23.6% | -14.4% | +1.9% |
| 6M | +14.7% | +22.6% | -7.9% | +7.0% |
| YTD | +19.2% | +25.7% | -6.5% | +10.2% |
| 1Y | +15.2% | +51.4% | -36.2% | +0.2% |
| 3Y | +6.0% | +64.4% | -58.4% | -11.2% |
| 5Y | +5.4% | +22.1% | -16.7% | -3.9% |
| 10Y | +171.9% | +132.5% | +39.4% | +91.1% |
| All | +1,117.5% | +744.2% | +373.3% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 all: compounded portfolio wealth divided by compounded IBB 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…
all analysis · Full analysis span regression · 6 months rolling