+1,267.4%
KDP vs IFF
+193.1%
+1,074.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +9.7% | -9.4% | +19.1% | +12.6% |
| 3M | +17.6% | -3.0% | +20.6% | +18.5% |
| 6M | +25.8% | +5.8% | +20.0% | +23.3% |
| YTD | +33.9% | +22.4% | +11.5% | +24.8% |
| 1Y | +38.9% | +23.0% | +15.8% | +29.1% |
| 3Y | +26.8% | +21.8% | +5.0% | +15.8% |
| 5Y | +16.3% | -39.2% | +55.6% | +26.5% |
| 10Y | +248.1% | -12.4% | +260.5% | +207.7% |
| All | +1,267.4% | +193.1% | +1,074.3% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling