+230.1%
KDP vs IR
+332.9%
-102.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | +16.8% | +7.6% | +9.2% | +15.4% |
| 3M | +32.0% | +0.1% | +31.9% | +31.8% |
| 6M | +35.2% | +14.0% | +21.2% | +32.2% |
| YTD | +40.9% | +7.5% | +33.4% | +38.4% |
| 1Y | +47.7% | +10.1% | +37.5% | +44.5% |
| 3Y | +34.8% | +24.9% | +9.9% | +27.1% |
| 5Y | +22.6% | +46.9% | -24.2% | +11.0% |
| All | +230.1% | +332.9% | -102.8% | +150.9% |
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