+1,278.3%
KDP vs IBN
+406.8%
+871.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.4% |
| 7D | +2.2% | +15.1% | -12.9% | 0.0% |
| 30D | +19.9% | +21.6% | -1.7% | +16.3% |
| 3M | +21.5% | +11.2% | +10.3% | +19.4% |
| 6M | +30.1% | +27.8% | +2.4% | +25.0% |
| YTD | +34.9% | +14.7% | +20.3% | +31.6% |
| 1Y | +43.4% | +14.4% | +29.0% | +39.9% |
| 3Y | +29.1% | +52.1% | -23.0% | +19.5% |
| 5Y | +15.0% | +70.7% | -55.7% | +3.8% |
| 10Y | +234.1% | +385.5% | -151.5% | +139.2% |
| All | +1,278.3% | +406.8% | +871.6% | +705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling