+43.4%
KDP vs IR
+5.9%
+37.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +2.2% | +3.7% | -1.5% | +1.6% |
| 30D | +19.9% | +7.4% | +12.5% | +18.3% |
| 3M | +21.5% | -5.9% | +27.4% | +22.2% |
| 6M | +30.1% | +5.6% | +24.5% | +28.8% |
| YTD | +34.9% | +4.8% | +30.1% | +32.3% |
| 1Y | +43.4% | +6.9% | +36.4% | +40.0% |
| All | +43.4% | +5.9% | +37.5% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling