+26.8%
KDP vs ITW
+33.4%
-6.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -0.8% | +2.3% | -3.1% | -1.6% |
| 30D | +9.7% | +6.7% | +3.0% | +7.5% |
| 3M | +17.6% | -0.5% | +18.2% | +17.7% |
| 6M | +25.8% | +16.4% | +9.4% | +19.9% |
| YTD | +33.9% | +19.0% | +14.9% | +26.8% |
| 1Y | +38.9% | +20.2% | +18.7% | +31.1% |
| 3Y | +26.8% | +33.1% | -6.3% | +12.3% |
| All | +26.8% | +33.4% | -6.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling