+173.3%
KDP vs IP
+23.2%
+150.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | +1.3% | -5.3% | +6.5% | +2.2% |
| 30D | +6.0% | -10.9% | +16.8% | +8.0% |
| 3M | +9.2% | +11.2% | -2.0% | +6.8% |
| 6M | +14.7% | -10.2% | +24.9% | +16.0% |
| YTD | +19.2% | -2.0% | +21.2% | +18.4% |
| 1Y | +15.2% | -19.1% | +34.3% | +18.1% |
| 3Y | +6.0% | +20.9% | -14.9% | -2.2% |
| 5Y | +5.4% | -17.8% | +23.2% | +4.2% |
| All | +173.3% | +23.2% | +150.1% | +134.7% |
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