+1,278.3%
KDP vs ICE
+515.5%
+762.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | +19.9% | +12.9% | +7.0% | +16.9% |
| 3M | +21.5% | +15.4% | +6.1% | +17.8% |
| 6M | +30.1% | +13.1% | +17.0% | +26.4% |
| YTD | +34.9% | +7.5% | +27.5% | +31.9% |
| 1Y | +43.4% | +18.3% | +25.1% | +37.2% |
| 3Y | +29.1% | +65.9% | -36.8% | +14.1% |
| 5Y | +15.0% | +35.2% | -20.2% | +5.3% |
| 10Y | +234.1% | +266.7% | -32.7% | +145.6% |
| All | +1,278.3% | +515.5% | +762.8% | +807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling