+2.1%
KDP vs IDXX
+7.6%
-5.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -3.7% | -5.7% | +2.0% | -3.2% |
| 30D | +6.2% | -11.5% | +17.7% | +7.3% |
| 3M | +1.2% | -9.5% | +10.8% | +2.0% |
| 6M | +15.3% | -16.0% | +31.3% | +16.8% |
| YTD | +14.8% | -25.4% | +40.2% | +17.2% |
| 1Y | +17.6% | -21.8% | +39.4% | +19.4% |
| 3Y | +2.1% | +7.0% | -4.9% | -2.7% |
| All | +2.1% | +7.6% | -5.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling