+256.4%
KDP vs ICE
+245.5%
+10.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.4% |
| 7D | +8.2% | +3.2% | +5.0% | +7.3% |
| 30D | +18.4% | +12.9% | +5.4% | +14.4% |
| 3M | +29.2% | +17.5% | +11.7% | +23.5% |
| 6M | +32.3% | +14.0% | +18.3% | +27.3% |
| YTD | +38.5% | +10.0% | +28.5% | +33.6% |
| 1Y | +48.5% | +19.5% | +29.0% | +39.6% |
| 3Y | +32.5% | +66.8% | -34.3% | +11.1% |
| 5Y | +19.7% | +40.3% | -20.7% | +4.8% |
| 10Y | +256.4% | +249.7% | +6.7% | +150.2% |
| All | +256.4% | +245.5% | +10.8% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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