+16.2%
KDP vs IQV
+4.0%
+12.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.9% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +9.7% | +1.2% | +8.5% | +9.5% |
| 3M | +17.6% | +9.8% | +7.8% | +16.1% |
| 6M | +25.8% | +53.8% | -28.0% | +19.0% |
| YTD | +33.9% | +17.6% | +16.3% | +30.5% |
| 1Y | +38.9% | +18.6% | +20.3% | +35.1% |
| 3Y | +26.8% | +36.9% | -10.1% | +17.7% |
| All | +16.2% | +4.0% | +12.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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