+6.8%
KDP vs IVZ
+64.2%
-57.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +1.3% | +0.6% | +0.6% | +1.2% |
| 30D | +6.0% | +4.0% | +2.0% | +5.5% |
| 3M | +9.2% | +18.2% | -9.0% | +7.1% |
| 6M | +14.7% | +32.8% | -18.1% | +10.8% |
| YTD | +19.2% | +28.7% | -9.6% | +15.3% |
| 1Y | +15.2% | +55.4% | -40.2% | +8.6% |
| 3Y | +6.0% | +135.2% | -129.2% | -7.8% |
| All | +6.8% | +64.2% | -57.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling