+1,117.5%
KDP vs IT
+697.7%
+419.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.1% |
| 7D | +1.3% | -6.0% | +7.3% | +2.5% |
| 30D | +6.0% | 0.0% | +6.0% | +5.8% |
| 3M | +9.2% | +13.1% | -3.9% | +5.3% |
| 6M | +14.7% | +11.7% | +3.0% | +10.1% |
| YTD | +19.2% | -26.1% | +45.3% | +23.8% |
| 1Y | +15.2% | -21.3% | +36.4% | +17.3% |
| 3Y | +6.0% | -46.7% | +52.7% | +14.6% |
| 5Y | +5.4% | -40.5% | +45.9% | +8.5% |
| 10Y | +171.9% | +103.9% | +68.0% | +89.5% |
| All | +1,117.5% | +697.7% | +419.8% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling