+229.6%
KDP vs IP
+26.3%
+203.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +2.2% | -5.1% | +7.3% | +3.2% |
| 30D | +19.9% | +8.5% | +11.4% | +18.3% |
| 3M | +21.5% | -13.8% | +35.3% | +24.5% |
| 6M | +30.1% | +5.7% | +24.4% | +28.2% |
| YTD | +34.9% | -9.1% | +44.1% | +35.7% |
| 1Y | +43.4% | -0.8% | +44.2% | +41.8% |
| 3Y | +29.1% | +14.8% | +14.3% | +20.2% |
| 5Y | +15.0% | -11.5% | +26.5% | +11.8% |
| All | +229.6% | +26.3% | +203.3% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling