+1,117.5%
KDP vs ITW
+686.7%
+430.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.3% | -3.6% | +4.8% | +2.5% |
| 30D | +6.0% | -9.1% | +15.1% | +9.5% |
| 3M | +9.2% | +8.2% | +1.0% | +6.1% |
| 6M | +14.7% | -4.8% | +19.5% | +16.3% |
| YTD | +19.2% | +11.0% | +8.2% | +14.5% |
| 1Y | +15.2% | +4.2% | +10.9% | +13.0% |
| 3Y | +6.0% | +17.3% | -11.3% | -1.2% |
| 5Y | +5.4% | +33.0% | -27.6% | -7.2% |
| 10Y | +171.9% | +182.3% | -10.5% | +71.6% |
| All | +1,117.5% | +686.7% | +430.8% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling