+6.7%
KDP vs IT
-46.7%
+53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | +1.3% | -6.0% | +7.3% | +1.6% |
| 30D | +6.0% | 0.0% | +6.0% | +5.9% |
| 3M | +9.2% | +13.1% | -3.9% | +7.8% |
| 6M | +14.7% | +11.7% | +3.0% | +13.3% |
| YTD | +19.2% | -26.1% | +45.3% | +20.3% |
| 1Y | +15.2% | -21.3% | +36.4% | +15.5% |
| All | +6.7% | -46.7% | +53.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling