+169.5%
KDP vs IBKR
+1,011.6%
-842.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -3.7% | -1.3% | -2.3% | -3.5% |
| 30D | +6.2% | -0.2% | +6.4% | +6.1% |
| 3M | +1.2% | +3.0% | -1.7% | +0.5% |
| 6M | +15.3% | +33.9% | -18.5% | +10.4% |
| YTD | +14.8% | +42.5% | -27.7% | +8.6% |
| 1Y | +17.6% | +44.9% | -27.3% | +10.7% |
| 3Y | +2.1% | +293.0% | -290.9% | -19.9% |
| 5Y | +2.7% | +497.7% | -494.9% | -26.7% |
| All | +169.5% | +1,011.6% | -842.1% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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