+16.8%
KDP vs INIO
-53.9%
+70.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.4% |
| 7D | -4.0% | +13.7% | -17.7% | -2.9% |
| 30D | +8.5% | -17.2% | +25.7% | +7.4% |
| 3M | +20.7% | -46.3% | +67.0% | +16.9% |
| All | +16.8% | -53.9% | +70.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling