+5.1%
KDP vs IBN
+56.7%
-51.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | +2.1% | -2.2% | +4.3% | +2.4% |
| 30D | +8.5% | -2.3% | +10.7% | +8.8% |
| 3M | +6.6% | +15.9% | -9.3% | +4.4% |
| 6M | +17.1% | +5.6% | +11.5% | +16.0% |
| YTD | +19.0% | -0.1% | +19.1% | +18.8% |
| 1Y | +21.8% | -6.5% | +28.3% | +22.6% |
| 3Y | +6.4% | +29.3% | -22.9% | +1.1% |
| 5Y | +5.1% | +56.6% | -51.4% | -5.0% |
| All | +5.1% | +56.7% | -51.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling