+21.8%
KDP vs IVZ
+51.7%
-29.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +2.1% |
| 30D | +8.5% | +3.1% | +5.4% | +8.4% |
| 3M | +6.6% | +18.2% | -11.6% | +6.7% |
| 6M | +17.1% | +38.6% | -21.6% | +17.0% |
| YTD | +19.0% | +25.9% | -6.9% | +17.8% |
| 1Y | +21.8% | +51.7% | -29.9% | +16.4% |
| All | +21.8% | +51.7% | -29.9% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling