+218.3%
KDP vs IR
+316.5%
-98.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.7% |
| 7D | +4.5% | +2.3% | +2.2% | +4.1% |
| 30D | +18.5% | +3.3% | +15.2% | +17.8% |
| 3M | +20.8% | -9.0% | +29.9% | +22.4% |
| 6M | +29.4% | +8.0% | +21.4% | +27.5% |
| YTD | +35.9% | +3.4% | +32.5% | +34.3% |
| 1Y | +42.5% | +4.5% | +38.0% | +40.5% |
| 3Y | +29.4% | +25.6% | +3.8% | +21.9% |
| 5Y | +15.8% | +43.8% | -28.0% | +5.1% |
| All | +218.3% | +316.5% | -98.1% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling