+20.4%
KDP vs IOT
+66.5%
-46.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.8% |
| 7D | +8.2% | +0.8% | +7.4% | +8.2% |
| 30D | +18.4% | -0.2% | +18.6% | +18.3% |
| 3M | +29.2% | +4.0% | +25.2% | +29.0% |
| 6M | +32.3% | +39.4% | -7.1% | +31.2% |
| YTD | +38.5% | +16.9% | +21.6% | +37.7% |
| 1Y | +48.5% | +4.1% | +44.4% | +48.0% |
| 3Y | +32.5% | +72.7% | -40.2% | +28.9% |
| All | +20.4% | +66.5% | -46.1% | +14.9% |
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