+250.2%
KDP vs ICE
+241.0%
+9.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +16.3% | +11.4% | +4.9% | +12.9% |
| 3M | +24.0% | +16.2% | +7.8% | +18.9% |
| 6M | +30.0% | +12.5% | +17.5% | +25.6% |
| YTD | +36.1% | +8.6% | +27.5% | +31.8% |
| 1Y | +46.8% | +18.4% | +28.5% | +38.4% |
| 3Y | +30.5% | +66.4% | -36.0% | +9.4% |
| 5Y | +17.9% | +37.2% | -19.3% | +4.0% |
| All | +250.2% | +241.0% | +9.3% | +146.8% |
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