+32.5%
KDP vs IR
+28.5%
+3.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.9% |
| 7D | +8.2% | +1.5% | +6.7% | +8.0% |
| 30D | +18.4% | +9.0% | +9.3% | +17.2% |
| 3M | +29.2% | -0.9% | +30.1% | +29.0% |
| 6M | +32.3% | +13.4% | +18.9% | +30.5% |
| YTD | +38.5% | +8.5% | +30.0% | +36.9% |
| 1Y | +48.5% | +11.3% | +37.2% | +46.5% |
| 3Y | +32.5% | +26.0% | +6.5% | +22.1% |
| All | +32.5% | +28.5% | +3.9% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling