+1,117.5%
KDP vs IFF
+210.4%
+907.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | +6.0% | -2.0% | +7.9% | +6.5% |
| 3M | +9.2% | +18.5% | -9.4% | +4.0% |
| 6M | +14.7% | +11.7% | +3.0% | +10.0% |
| YTD | +19.2% | +29.6% | -10.4% | +9.6% |
| 1Y | +15.2% | +35.0% | -19.8% | +4.5% |
| 3Y | +6.0% | +32.3% | -26.3% | -5.4% |
| 5Y | +5.4% | -34.6% | +40.0% | +12.0% |
| 10Y | +171.9% | -20.6% | +192.5% | +152.1% |
| All | +1,117.5% | +210.4% | +907.1% | +467.8% |
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