+1,117.5%
KDP vs IBN
+353.1%
+764.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +6.0% | -0.3% | +6.3% | +6.0% |
| 3M | +9.2% | +17.1% | -7.9% | +6.5% |
| 6M | +14.7% | +3.4% | +11.3% | +13.9% |
| YTD | +19.2% | +2.5% | +16.7% | +18.4% |
| 1Y | +15.2% | -4.2% | +19.3% | +15.5% |
| 3Y | +6.0% | +32.4% | -26.4% | +0.3% |
| 5Y | +5.4% | +59.2% | -53.8% | -3.9% |
| 10Y | +171.9% | +345.7% | -173.8% | +96.7% |
| All | +1,117.5% | +353.1% | +764.4% | +624.2% |
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