+239.3%
KDP vs IBN
+368.7%
-129.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +0.3% | +14.6% | -14.3% | -1.0% |
| 30D | +16.3% | +23.5% | -7.2% | +14.1% |
| 3M | +24.0% | +14.0% | +10.0% | +22.4% |
| 6M | +30.0% | +31.1% | -1.2% | +26.7% |
| YTD | +36.1% | +16.6% | +19.5% | +33.9% |
| 1Y | +46.8% | +14.9% | +31.9% | +44.7% |
| 3Y | +30.5% | +56.9% | -26.4% | +24.6% |
| 5Y | +17.9% | +69.7% | -51.8% | +11.4% |
| 10Y | +239.3% | +365.4% | -126.1% | +206.9% |
| All | +239.3% | +368.7% | -129.4% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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