+218.7%
KDP vs IR
+342.0%
-123.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.2% |
| 7D | +0.3% | +5.0% | -4.7% | -0.4% |
| 30D | +16.3% | +10.3% | +6.0% | +14.5% |
| 3M | +24.0% | -0.1% | +24.1% | +23.8% |
| 6M | +30.0% | +14.8% | +15.2% | +27.0% |
| YTD | +36.1% | +9.7% | +26.3% | +33.3% |
| 1Y | +46.8% | +12.2% | +34.6% | +43.3% |
| 3Y | +30.5% | +30.0% | +0.5% | +22.3% |
| 5Y | +17.9% | +46.8% | -28.9% | +6.7% |
| All | +218.7% | +342.0% | -123.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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