+21.8%
KDP vs ICE
-7.9%
+29.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | 0.0% |
| 7D | +2.1% | -1.2% | +3.2% | +2.1% |
| 30D | +8.5% | +5.0% | +3.5% | +8.4% |
| 3M | +6.6% | +13.9% | -7.3% | +7.1% |
| 6M | +17.1% | -4.4% | +21.5% | +17.1% |
| YTD | +19.0% | -1.9% | +21.0% | +17.6% |
| 1Y | +21.8% | -8.1% | +29.9% | +20.7% |
| All | +21.8% | -7.9% | +29.6% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling