+1,278.3%
KDP vs IWD
+396.1%
+882.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | +19.9% | +2.7% | +17.3% | +18.3% |
| 3M | +21.5% | +0.9% | +20.6% | +21.0% |
| 6M | +30.1% | +10.5% | +19.6% | +23.2% |
| YTD | +34.9% | +23.7% | +11.2% | +20.0% |
| 1Y | +43.4% | +28.7% | +14.7% | +24.7% |
| 3Y | +29.1% | +79.7% | -50.6% | -7.2% |
| 5Y | +15.0% | +69.7% | -54.7% | -15.2% |
| 10Y | +234.1% | +211.4% | +22.7% | +70.4% |
| All | +1,278.3% | +396.1% | +882.2% | +406.9% |
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