+1,290.0%
KDP vs IT
+717.4%
+572.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | +0.3% | -18.8% | +19.1% | +4.6% |
| 30D | +16.3% | -0.1% | +16.4% | +16.2% |
| 3M | +24.0% | +2.9% | +21.1% | +22.5% |
| 6M | +30.0% | +20.4% | +9.6% | +22.8% |
| YTD | +36.1% | -24.3% | +60.4% | +40.1% |
| 1Y | +46.8% | -17.2% | +64.0% | +48.0% |
| 3Y | +30.5% | -52.4% | +82.9% | +45.2% |
| 5Y | +17.9% | -43.7% | +61.6% | +23.0% |
| 10Y | +239.3% | +90.3% | +149.0% | +140.8% |
| All | +1,290.0% | +717.4% | +572.6% | +500.4% |
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 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