+19.7%
KDP vs IWD
+73.2%
-53.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +8.2% | +1.6% | +6.6% | +7.3% |
| 30D | +18.4% | +3.6% | +14.8% | +16.2% |
| 3M | +29.2% | +2.0% | +27.2% | +27.9% |
| 6M | +32.3% | +13.1% | +19.2% | +24.2% |
| YTD | +38.5% | +26.2% | +12.3% | +22.8% |
| 1Y | +48.5% | +29.6% | +18.9% | +29.8% |
| 3Y | +32.5% | +84.3% | -51.9% | -5.1% |
| 5Y | +19.7% | +73.4% | -53.8% | -11.0% |
| All | +19.7% | +73.2% | -53.5% | -11.0% |
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