+1,075.3%
KDP vs IDXX
+1,819.0%
-743.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.6% |
| 7D | -4.3% | -4.3% | 0.0% | -3.4% |
| 30D | +7.8% | -13.7% | +21.5% | +11.2% |
| 3M | -0.1% | -9.1% | +9.0% | +1.8% |
| 6M | +14.0% | -15.4% | +29.4% | +17.6% |
| YTD | +15.1% | -25.1% | +40.2% | +21.6% |
| 1Y | +18.5% | -20.6% | +39.1% | +23.1% |
| 3Y | +2.9% | +8.7% | -5.9% | -3.6% |
| 5Y | +3.0% | -25.7% | +28.7% | +3.3% |
| 10Y | +174.4% | +360.6% | -186.2% | +55.1% |
| All | +1,075.3% | +1,819.0% | -743.8% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling