+179.8%
KDP vs INDA
+81.7%
+98.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -1.6% | -2.6% | +1.0% | -0.9% |
| 30D | +9.5% | -2.9% | +12.4% | +10.4% |
| 3M | +2.6% | +2.4% | +0.3% | +1.9% |
| 6M | +15.6% | -2.6% | +18.2% | +16.3% |
| YTD | +17.3% | -10.0% | +27.3% | +20.5% |
| 1Y | +20.1% | -7.7% | +27.8% | +22.4% |
| 3Y | +4.9% | +8.9% | -4.0% | +1.5% |
| 5Y | +5.0% | +6.0% | -1.0% | +1.9% |
| 10Y | +179.8% | +84.4% | +95.4% | +126.5% |
| All | +179.8% | +81.7% | +98.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling