+1,284.4%
KDP vs IP
+198.7%
+1,085.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.6% |
| 7D | +5.3% | +3.4% | +1.9% | +4.7% |
| 30D | +19.1% | +11.2% | +7.9% | +16.6% |
| 3M | +19.2% | -14.8% | +33.9% | +22.8% |
| 6M | +29.3% | +17.3% | +12.0% | +24.4% |
| YTD | +35.5% | -6.2% | +41.7% | +35.4% |
| 1Y | +43.5% | +2.3% | +41.1% | +40.6% |
| 3Y | +29.0% | +17.7% | +11.4% | +19.3% |
| 5Y | +16.2% | -8.4% | +24.6% | +12.1% |
| 10Y | +235.5% | +32.1% | +203.5% | +185.7% |
| All | +1,284.4% | +198.7% | +1,085.6% | +809.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling