+35.9%
KDP vs IR
+10.1%
+25.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.4% |
| 7D | -4.0% | +4.3% | -8.2% | -4.6% |
| 30D | +8.5% | +8.1% | +0.4% | +7.0% |
| 3M | +20.7% | +0.7% | +20.0% | +20.1% |
| 6M | +23.2% | +16.6% | +6.6% | +20.4% |
| YTD | +30.5% | +7.8% | +22.7% | +27.4% |
| 1Y | +35.9% | +9.9% | +26.0% | +32.4% |
| All | +35.9% | +10.1% | +25.7% | +32.4% |
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