+175.8%
KDP vs ICE
+216.5%
-40.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.5% |
| 7D | +2.1% | -1.2% | +3.2% | +2.4% |
| 30D | +8.5% | +5.0% | +3.5% | +7.1% |
| 3M | +6.6% | +13.9% | -7.3% | +2.8% |
| 6M | +17.1% | -4.4% | +21.5% | +18.2% |
| YTD | +19.0% | -1.9% | +21.0% | +18.6% |
| 1Y | +21.8% | -8.1% | +29.9% | +23.7% |
| 3Y | +6.4% | +42.5% | -36.1% | -6.4% |
| 5Y | +5.1% | +40.6% | -35.5% | -8.5% |
| 10Y | +175.8% | +217.1% | -41.3% | +106.9% |
| All | +175.8% | +216.5% | -40.7% | +106.9% |
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