+1,232.8%
KDP vs ITW
+740.6%
+492.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.2% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | +8.5% | +7.7% | +0.8% | +5.8% |
| 3M | +20.7% | -1.3% | +22.0% | +21.3% |
| 6M | +23.2% | +15.5% | +7.7% | +17.1% |
| YTD | +30.5% | +18.6% | +11.9% | +22.6% |
| 1Y | +35.9% | +19.8% | +16.0% | +27.2% |
| 3Y | +24.8% | +32.5% | -7.7% | +11.8% |
| 5Y | +13.4% | +35.3% | -21.9% | -0.7% |
| 10Y | +239.3% | +193.2% | +46.1% | +112.2% |
| All | +1,232.8% | +740.6% | +492.2% | +386.0% |
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 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