+6.8%
KDP vs IP
-17.2%
+24.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | +1.3% | -5.3% | +6.5% | +2.0% |
| 30D | +6.0% | -10.9% | +16.8% | +7.7% |
| 3M | +9.2% | +11.2% | -2.0% | +7.3% |
| 6M | +14.7% | -10.2% | +24.9% | +16.0% |
| YTD | +19.2% | -2.0% | +21.2% | +18.7% |
| 1Y | +15.2% | -19.1% | +34.3% | +17.9% |
| 3Y | +6.0% | +20.9% | -14.9% | -2.3% |
| All | +6.8% | -17.2% | +24.0% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling