+15.2%
KDP vs IOT
+14.9%
+0.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.8% |
| 7D | +1.3% | -2.3% | +3.6% | +1.3% |
| 30D | +6.0% | +3.8% | +2.2% | +6.1% |
| 3M | +9.2% | +14.2% | -5.0% | +9.3% |
| 6M | +14.7% | +40.1% | -25.4% | +15.8% |
| YTD | +19.2% | +13.4% | +5.8% | +19.3% |
| 1Y | +15.2% | +12.2% | +3.0% | +16.3% |
| All | +15.2% | +14.9% | +0.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling