+256.4%
KDP vs IWD
+203.8%
+52.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +8.2% | +1.6% | +6.6% | +7.4% |
| 30D | +18.4% | +3.6% | +14.8% | +16.3% |
| 3M | +29.2% | +2.0% | +27.2% | +28.0% |
| 6M | +32.3% | +13.1% | +19.2% | +24.4% |
| YTD | +38.5% | +26.2% | +12.3% | +23.1% |
| 1Y | +48.5% | +29.6% | +18.9% | +30.2% |
| 3Y | +32.5% | +84.3% | -51.9% | -3.5% |
| 5Y | +19.7% | +73.4% | -53.8% | -10.6% |
| 10Y | +256.4% | +202.4% | +53.9% | +95.1% |
| All | +256.4% | +203.8% | +52.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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