+170.1%
KDP vs ITOT
+300.1%
-130.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -4.3% | -2.0% | -2.3% | -3.5% |
| 30D | +7.8% | -2.0% | +9.8% | +8.7% |
| 3M | -0.1% | +4.5% | -4.6% | -2.0% |
| 6M | +14.0% | +12.6% | +1.4% | +8.0% |
| YTD | +15.1% | +12.0% | +3.1% | +9.2% |
| 1Y | +18.5% | +17.3% | +1.3% | +10.1% |
| 3Y | +2.9% | +75.2% | -72.4% | -21.9% |
| 5Y | +3.0% | +74.0% | -71.1% | -22.5% |
| All | +170.1% | +300.1% | -130.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling