+16.2%
KDP vs IWD
+72.9%
-56.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -0.8% | +2.3% | -3.1% | -2.0% |
| 30D | +9.7% | +3.6% | +6.1% | +7.8% |
| 3M | +17.6% | +2.2% | +15.5% | +16.4% |
| 6M | +25.8% | +13.0% | +12.8% | +18.1% |
| YTD | +33.9% | +26.5% | +7.4% | +18.5% |
| 1Y | +38.9% | +30.1% | +8.7% | +21.2% |
| 3Y | +26.8% | +84.9% | -58.1% | -9.3% |
| All | +16.2% | +72.9% | -56.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling