+1,098.4%
KDP vs IBKR
+1,361.7%
-263.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +9.5% | -0.3% | +9.8% | +9.3% |
| 3M | +2.6% | +4.7% | -2.0% | +1.2% |
| 6M | +15.6% | +34.0% | -18.4% | +8.5% |
| YTD | +17.3% | +40.8% | -23.5% | +8.6% |
| 1Y | +20.1% | +45.7% | -25.6% | +10.0% |
| 3Y | +4.9% | +288.4% | -283.5% | -23.4% |
| 5Y | +5.0% | +487.2% | -482.2% | -31.4% |
| 10Y | +179.8% | +991.2% | -811.4% | +50.6% |
| All | +1,098.4% | +1,361.7% | -263.3% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling