+1,117.5%
KDP vs ICE
+474.3%
+643.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +1.3% | -0.7% | +1.9% | +1.4% |
| 30D | +6.0% | +7.6% | -1.6% | +4.3% |
| 3M | +9.2% | +13.9% | -4.7% | +6.0% |
| 6M | +14.7% | -2.4% | +17.0% | +14.9% |
| YTD | +19.2% | +0.3% | +18.9% | +18.3% |
| 1Y | +15.2% | -6.4% | +21.6% | +16.0% |
| 3Y | +6.0% | +43.1% | -37.1% | -3.3% |
| 5Y | +5.4% | +42.1% | -36.7% | -4.5% |
| 10Y | +171.9% | +220.9% | -49.1% | +105.5% |
| All | +1,117.5% | +474.3% | +643.2% | +713.7% |
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 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