+3.5%
KDP vs IOT
+61.2%
-57.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.1% | +2.8% | -0.7% | +2.0% |
| 30D | +8.5% | -1.8% | +10.2% | +8.5% |
| 3M | +6.6% | +17.9% | -11.3% | +6.2% |
| 6M | +17.1% | +13.5% | +3.5% | +16.6% |
| YTD | +19.0% | +13.3% | +5.8% | +18.5% |
| 1Y | +21.8% | -3.3% | +25.1% | +21.6% |
| 3Y | +6.4% | +31.3% | -24.9% | +4.3% |
| All | +3.5% | +61.2% | -57.7% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling