+15.8%
KDP vs IP
-12.5%
+28.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.2% | +0.9% |
| 7D | +4.5% | -5.0% | +9.5% | +5.4% |
| 30D | +18.5% | +6.5% | +12.0% | +17.4% |
| 3M | +20.8% | -18.0% | +38.9% | +24.3% |
| 6M | +29.4% | +10.3% | +19.1% | +27.1% |
| YTD | +35.9% | -9.9% | +45.8% | +37.0% |
| 1Y | +42.5% | -1.1% | +43.5% | +41.4% |
| 3Y | +29.4% | +13.0% | +16.4% | +20.2% |
| 5Y | +15.8% | -12.3% | +28.1% | +16.0% |
| All | +15.8% | -12.5% | +28.3% | +16.0% |
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