+169.5%
KDP vs ITW
+194.8%
-25.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | +6.2% | -8.3% | +14.5% | +8.7% |
| 3M | +1.2% | +6.0% | -4.8% | -0.4% |
| 6M | +15.3% | 0.0% | +15.4% | +15.1% |
| YTD | +14.8% | +10.2% | +4.6% | +11.6% |
| 1Y | +17.6% | +3.2% | +14.4% | +16.2% |
| 3Y | +2.1% | +21.0% | -18.8% | -3.8% |
| 5Y | +2.7% | +37.9% | -35.2% | -7.6% |
| All | +169.5% | +194.8% | -25.3% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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