+26.8%
KDP vs ITOT
+77.6%
-50.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | +9.7% | -1.7% | +11.4% | +9.9% |
| 3M | +17.6% | -3.4% | +21.0% | +18.2% |
| 6M | +25.8% | +2.1% | +23.7% | +25.2% |
| YTD | +33.9% | +11.5% | +22.4% | +31.2% |
| 1Y | +38.9% | +13.6% | +25.3% | +35.6% |
| 3Y | +26.8% | +77.2% | -50.4% | +3.1% |
| All | +26.8% | +77.6% | -50.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling