+26.8%
KDP vs IFF
+22.2%
+4.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.4% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | +9.7% | -9.4% | +19.1% | +11.5% |
| 3M | +17.6% | -3.0% | +20.6% | +18.2% |
| 6M | +25.8% | +5.8% | +20.0% | +24.3% |
| YTD | +33.9% | +22.4% | +11.5% | +28.6% |
| 1Y | +38.9% | +23.0% | +15.8% | +33.1% |
| 3Y | +26.8% | +21.8% | +5.0% | +16.6% |
| All | +26.8% | +22.2% | +4.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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