+1,117.5%
KDP vs IWD
+394.7%
+722.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.3% | -0.3% | +1.5% | +1.4% |
| 30D | +6.0% | +0.6% | +5.4% | +5.7% |
| 3M | +9.2% | +7.2% | +2.0% | +5.1% |
| 6M | +14.7% | +16.2% | -1.5% | +5.6% |
| YTD | +19.2% | +23.3% | -4.1% | +6.1% |
| 1Y | +15.2% | +29.6% | -14.4% | -0.2% |
| 3Y | +6.0% | +70.5% | -64.5% | -21.6% |
| 5Y | +5.4% | +73.5% | -68.0% | -23.3% |
| 10Y | +171.9% | +198.3% | -26.4% | +42.1% |
| All | +1,117.5% | +394.7% | +722.8% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling