+45.9%
KDP vs IT
-17.3%
+63.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +0.3% | -18.8% | +19.1% | +1.9% |
| 30D | +16.3% | -0.1% | +16.4% | +16.9% |
| 3M | +24.0% | +2.9% | +21.1% | +24.4% |
| 6M | +30.0% | +20.4% | +9.6% | +28.4% |
| YTD | +36.1% | -24.3% | +60.4% | +33.0% |
| All | +45.9% | -17.3% | +63.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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