+247.9%
KDP vs ITW
+192.7%
+55.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -0.8% | +2.3% | -3.1% | -1.4% |
| 30D | +9.7% | +6.7% | +3.0% | +7.8% |
| 3M | +17.6% | -0.5% | +18.2% | +17.8% |
| 6M | +25.8% | +16.4% | +9.4% | +20.7% |
| YTD | +33.9% | +19.0% | +14.9% | +27.5% |
| 1Y | +38.9% | +20.2% | +18.7% | +31.8% |
| 3Y | +26.8% | +33.1% | -6.3% | +16.4% |
| 5Y | +16.3% | +35.7% | -19.4% | +4.8% |
| All | +247.9% | +192.7% | +55.2% | +151.5% |
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