+22.6%
KDP vs INDA
+10.5%
+12.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +4.0% | +3.1% | +0.9% | +3.0% |
| 30D | +16.8% | +11.3% | +5.5% | +13.3% |
| 3M | +32.0% | +3.0% | +29.0% | +30.8% |
| 6M | +35.2% | +6.5% | +28.6% | +32.6% |
| YTD | +40.9% | -4.6% | +45.5% | +42.4% |
| 1Y | +47.7% | -5.8% | +53.4% | +49.7% |
| 3Y | +34.8% | +16.8% | +18.0% | +26.4% |
| 5Y | +22.6% | +10.4% | +12.2% | +16.2% |
| All | +22.6% | +10.5% | +12.2% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling