+23.2%
KDP vs ITW
+14.9%
+8.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.0% |
| 7D | -4.0% | +0.5% | -4.5% | -4.2% |
| 30D | +8.5% | +7.7% | +0.8% | +4.7% |
| 3M | +20.7% | -1.3% | +22.0% | +20.5% |
| 6M | +23.2% | +15.5% | +7.7% | +17.0% |
| All | +23.2% | +14.9% | +8.3% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling