+183.9%
KDP vs IVZ
+61.6%
+122.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +8.5% | +3.1% | +5.4% | +8.0% |
| 3M | +6.6% | +18.2% | -11.6% | +3.9% |
| 6M | +17.1% | +38.6% | -21.6% | +11.2% |
| YTD | +19.0% | +25.9% | -6.9% | +14.3% |
| 1Y | +21.8% | +51.7% | -29.9% | +13.5% |
| 3Y | +6.4% | +138.7% | -132.2% | -9.6% |
| 5Y | +5.1% | +62.8% | -57.6% | -6.8% |
| All | +183.9% | +61.6% | +122.3% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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